About: The Expected Loss in the Discretization of Multistage Stochastic Programming Problems

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About: The Expected Loss in the Discretization of Multistage Stochastic Programming Problems - Estimation and Convergence Rate Goto Sponge NotDistinct Permalink

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rdf:type	skos:Concept http://linked.opendata.cz/ontology/domain/vavai/Vysledek
Description	V článku presentujeme přibližný výpočet vícestupňového problému stochastického programování. (cs) In the present paper, the approximate computation of a multistage stochastic programming problem (MSSPP) is studied. First, the MSSPP and its discretization are defined. Second, the expected loss caused by the usage of the `approximate'' solution instead of the ``exact'' one is studied. Third, new results concerning approximate computation of expectations are presented. Finally, the main results of the paper - an upper bound of the expected loss and an estimate of the convergence rate of the expected loss - are stated. In the present paper, the approximate computation of a multistage stochastic programming problem (MSSPP) is studied. First, the MSSPP and its discretization are defined. Second, the expected loss caused by the usage of the `approximate'' solution instead of the ``exact'' one is studied. Third, new results concerning approximate computation of expectations are presented. Finally, the main results of the paper - an upper bound of the expected loss and an estimate of the convergence rate of the expected loss - are stated. (en)
Title	The Expected Loss in the Discretization of Multistage Stochastic Programming Problems - Estimation and Convergence Rate Očekávaná ztráta v diskretizaci vícestupňového problému stochastického programování - odhady a konvergence cen (cs) The Expected Loss in the Discretization of Multistage Stochastic Programming Problems - Estimation and Convergence Rate (en)
skos:prefLabel	The Expected Loss in the Discretization of Multistage Stochastic Programming Problems - Estimation and Convergence Rate Očekávaná ztráta v diskretizaci vícestupňového problému stochastického programování - odhady a konvergence cen (cs) The Expected Loss in the Discretization of Multistage Stochastic Programming Problems - Estimation and Convergence Rate (en)
skos:notation	RIV/67985556:_____/09:00314410!RIV09-GA0-67985556
http://linked.open...avai/riv/aktivita	P Z
http://linked.open...avai/riv/aktivity	P(GA402/04/1294), Z(AV0Z10750506)
http://linked.open...iv/cisloPeriodika	1
http://linked.open...vai/riv/dodaniDat	2009
http://linked.open...aciTvurceVysledku	Šmíd, Martin
http://linked.open.../riv/druhVysledku	J - Článek v odborném periodiku
http://linked.open...iv/duvernostUdaju	S - Úplné a pravdivé údaje nepodléhající ochraně podle zvláštních právních předpisů
http://linked.open...titaPredkladatele	Ústav teorie informace a automatizace AV ČR, v. v. i.
http://linked.open...dnocenehoVysledku	314159
http://linked.open...ai/riv/idVysledku	RIV/67985556:_____/09:00314410
http://linked.open...riv/jazykVysledku	eng - angličtina
http://linked.open.../riv/klicovaSlova	multistage stochastic programming problems; approximation; discretization; Monte Carlo (en)
http://linked.open.../riv/klicoveSlovo	approximation Monte Carlo discretization multistage stochastic programming problems
http://linked.open...odStatuVydavatele	US - Spojené státy americké
http://linked.open...ontrolniKodProRIV	[B8EB8DCAD42F]
http://linked.open...i/riv/nazevZdroje	Annals of Operations Research
http://linked.open...in/vavai/riv/obor	BB
http://linked.open...ichTvurcuVysledku	1 (xsd:int)
http://linked.open...cetTvurcuVysledku	1 (xsd:int)
http://linked.open...vavai/riv/projekt	Stochastic decision approaches in nonlinear economic models
http://linked.open...UplatneniVysledku	2009
http://linked.open...v/svazekPeriodika	165
http://linked.open...iv/tvurceVysledku	Šmíd, Martin
http://linked.open...ain/vavai/riv/wos	000262310200003
http://linked.open...n/vavai/riv/zamer	Pokročilé matematické metody získávání, zpracování a využití informací a znalostí ve složitých a nedeterministických systémech
issn	0254-5330
number of pages	19 (xsd:int)

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