Detail publikace

Selected Deterministic Reformulations of Stochastic Programs

POPELA, P. SKLENÁŘ, J.

Originální název

Selected Deterministic Reformulations of Stochastic Programs

Typ

článek ve sborníku ve WoS nebo Scopus

Jazyk

angličtina

Originální abstrakt

The purpose of the paper is to discuss stochastic programs and their deterministic reformulations. At first, basic concepts are reviewed. Later, various types of reformulations are introduced. The principles of their comparison are discussed and test computations are realized by using the GAMS modelling system.

Klíčová slova

Stochastic programming, deterministic reformulation, GAMS, comparison of solutions.

Autoři

POPELA, P.; SKLENÁŘ, J.

Rok RIV

2006

Vydáno

1. 6. 2006

Nakladatel

Kuncik/BUT

Místo

Brno

ISBN

80-214-3195-4

Kniha

Proceedings of the 12th International Conference MENDEL 2006

Strany od

185

Strany do

190

Strany počet

6

BibTex

@inproceedings{BUT22317,
  author="Pavel {Popela} and Jaroslav {Sklenář}",
  title="Selected Deterministic Reformulations of Stochastic Programs",
  booktitle="Proceedings of the 12th International Conference MENDEL 2006",
  year="2006",
  pages="185--190",
  publisher="Kuncik/BUT",
  address="Brno",
  isbn="80-214-3195-4"
}