English, Article edition: MULTISTAGE STOCHASTIC PROGRAMMING VIA AUTOREGRESSIVE SEQUENCES Vlasta Kaňková

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Physical Description
  • article
Language
  • English

Edition details

Title
  • MULTISTAGE STOCHASTIC PROGRAMMING VIA AUTOREGRESSIVE SEQUENCES
Author
  • Vlasta Kaňková
Physical Description
  • article
Notes
  • Economic activities developing over time are very often influenced simultaneously by a random factor (modeled mostly by a stochastic process) and a "decision" parameter (that has to be chosen according to economic possibilities). Theory of multistage stochastic programming, controlled Markov processes as well as empirical processes can be employed to treat the economic processes. We focus on the multistage stochastic problems with the individual probability constraints and random element following an autoregressive (generally) nonlinear sequence.
  • economic processes, multistage stochastic programming, autoregressive sequences, individual probability constraints
  • RePEc:prg:jnlaop:v:2007:y:2007:i:4:id:79:p:99-110
Language
  • English
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