Multistage Stochastic Decision and Economic Processes
AbstractEconomic and social phenomena develop over time, they are mostly influenced by random factors and, moreover, it is very often necessary to evaluate them simultaneously by several "objective" functions. Multistage stochastic programming problems, control Markov chains, empirical processes as well as stochastic multiobjective problems can serve to model them. We focus to cases that can be treated by multistage stochastic programming models with Markov type of dependence.
Download InfoIf you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
Bibliographic InfoArticle provided by University of Economics, Prague in its journal Acta Oeconomica Pragensia.
Volume (Year): 2005 (2005)
Issue (Month): 1 ()
Postal: Redakce Acta Oeconomica Pragensia, Vysoká škola ekonomická v Praze, nám. W. Churchilla 4, 130 67 Praha 3
Find related papers by JEL classification:
- C44 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Operations Research; Statistical Decision Theory
You can help add them by filling out this form.
reading list or among the top items on IDEAS.Access and download statisticsgeneral information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Vaclav Subrta).
If references are entirely missing, you can add them using this form.