Issue 2,
Volume 44,
2008 (Kybernetika )
Special issue: Stochastic Programming in EURO XXII in Prague
| 133 | Special issue: Stochastic Programming in EURO XXII in Prague. Dupačová, Jitka; Pennanen, Teemu |
| 134-150 | Bound-based decision rules in multistage stochastic programming. Kuhn, Daniel; Parpas, Panos; Rustem, Berç |
| 151-170 | Multistage stochastic programs via autoregressive sequences and individual probability constraints. Kaňková, Vlasta |
| 171-184 | Non-parametric approximation of non-anticipativity constraints in scenario-based multistage stochastic programming. Roy, Jean-Sébastien; Lenoir, Arnaud |
| 185-204 | Numerical study of discretizations of multistage stochastic programs. Hilli, Petri; Pennanen, Teemu |
| 205-226 | Growth rates and average optimality in risk-sensitive Markov decision chains. Sladký, Karel |
| 227-242 | Risk objectives in two-stage stochastic programming models. Dupačová, Jitka |
| 243-258 | A second-order stochastic dominance portfolio efficiency measure. Kopa, Miloš; Chovanec, Petr |
| 259-276 | Stability of stochastic optimization problems - nonmeasurable case. Lachout, Petr |
| 277-296 | A two-stage stochastic optimization model for a gas sale retailer. Maggioni, F.; Vespucci, M. T.; Allevi, E.; Bertocchi, M. I.; Innorta, M. |
Search
Partner of
