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POPELA, P. SKLENÁŘ, J.
Original Title
Selected Deterministic Reformulations of Stochastic Programs
Type
conference paper
Language
English
Original Abstract
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.
Keywords
Stochastic programming, deterministic reformulation, GAMS, comparison of solutions.
Authors
POPELA, P.; SKLENÁŘ, J.
RIV year
2006
Released
1. 6. 2006
Publisher
Kuncik/BUT
Location
Brno
ISBN
80-214-3195-4
Book
Proceedings of the 12th International Conference MENDEL 2006
Pages from
185
Pages to
190
Pages count
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" }