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Multistage Stochastic Decision and Economic Processes

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  • Vlasta Kaňková

Abstract

Economic 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.

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Bibliographic Info

Article provided by University of Economics, Prague in its journal Acta Oeconomica Pragensia.

Volume (Year): 2005 (2005)
Issue (Month): 1 ()
Pages: 119-127

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Handle: RePEc:prg:jnlaop:v:2005:y:2005:i:1:id:143:p:119-127

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Keywords: economic processes; multistage stochastic programming; Markov dependence;

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