Detail publikačního výsledku

Theoretical Framework for Stochastic Programming

NOVOTNÝ, J.

Originální název

Theoretical Framework for Stochastic Programming

Anglický název

Theoretical Framework for Stochastic Programming

Druh

Stať ve sborníku v databázi WoS či Scopus

Originální abstrakt

This paper aims to present a theoretical framework for stochastic programming models, i.e. for optimization models that involve uncertainty. The framework is characterized by two distinctive features: it is based on the notions of a mathematical program and a probability space. Based on these, it allows the common stochastic programming models to be rigorously derived, and hopefully well understood. Such approach is not common in the literature (See Reference), the stochasticity is generally introduced to a deterministic program after it has been build.

Anglický abstrakt

This paper aims to present a theoretical framework for stochastic programming models, i.e. for optimization models that involve uncertainty. The framework is characterized by two distinctive features: it is based on the notions of a mathematical program and a probability space. Based on these, it allows the common stochastic programming models to be rigorously derived, and hopefully well understood. Such approach is not common in the literature (See Reference), the stochasticity is generally introduced to a deterministic program after it has been build.

Klíčová slova

Two-stage stochastic programming, Separable function, Wait-and-see, Here-and-now, Probability

Klíčová slova v angličtině

Two-stage stochastic programming, Separable function, Wait-and-see, Here-and-now, Probability

Autoři

NOVOTNÝ, J.

Vydáno

24.06.2009

Místo

Brno

ISBN

978-80-214-3884-2

Kniha

MENDEL 2009

Edice

MENDEL

Strany od

239

Strany do

246

Strany počet

8

BibTex

@inproceedings{BUT93497,
  author="Jan {Novotný}",
  title="Theoretical Framework for Stochastic Programming",
  booktitle="MENDEL 2009",
  year="2009",
  series="MENDEL",
  number="1",
  pages="239--246",
  address="Brno",
  isbn="978-80-214-3884-2"
}