English version
 

Seminář se koná ve čtvrtek v 9:00 v Praktiku KPMS, Sokolovská 83, Praha 8.

Stránka o brožuře věnované vybraným softwarům pro řešení úloh stochastického programování ZDE.

Program bude průběžně doplňován. Hosté jsou srdečně zváni.

  • Seminář se nekoná

    Autor:
    Datum:
    5.10.2017
  • Úvodní přednáška

    Autor:
    doc. RNDr. Ing. Miloš Kopa, Ph.D.
    Datum:
    12.10.2017
  • Stochastic Programming Problems in Asset-Liability Management

    Autor:
    Mgr. Tomáš Rusý
    Datum:
    19.10.2017
  • Konference - seminář se nekoná

    Autor:
    Datum:
    26.10.2017
  • Multiperiod Merton-Vasicek model

    Autor:
    RNDr. Martin Šmíd, Ph.D.
    Datum:
    2.11.2017
  • Multistage multivariate nested distance: an empirical analysis

    Autor:
    Sebastiano Vitali, Ph.D.
    Datum:
    9.11.2017
    Abstract:
    Multistage stochastic optimization requires the definition and the generation of stochastic tree that represents the evolution of the uncertain parameters through the time and the space. For a real optimization, practitioners usually approximate the stochastic tree with a discrete representation whose dimension is the results of a trade-off between adaptability to the original probability distribution and computational tractability. Several discrete trees could be generated to approximate an unknown and continuously distributed random variable. The concept of best discrete approximation has been widely explored and many enhancements have been proposed to adjust and fix a stochastic tree in order to represent as well as possible the real distribution. Still, an optimal representation is practically not achievable. Therefore, recent literature investigates the concept of distance between trees which are candidate to be adopted as stochastic framework for the multistage model optimization. The contribution of this paper is to compute and analyze the nested distance between a large set of multistage multivariate trees and to compare the distance between the corresponding optimal solutions and optimal objective values for a sample of basics financial problem.
  • tbc

    Autor:
    Ing. Mgr. Barbora Petrová
    Datum:
    16.11.2017
  • tbc

    Autor:
    Ing. František Zapletal, Ph.D.
    Datum:
    23.11.2017
  • Mathematical programs with marketing decisions: demand-based management

    Autor:
    Ing. Dušan Hrabec, Ph.D.
    Datum:
    30.11.2017
  • tbc

    Autor:
    RNDr. Martin Branda, Ph.D.
    Datum:
    7.12.2017
  • tbc

    Autor:
    Brno VUT
    Datum:
    14.12.2017
  • Seminář se nekoná

    Autor:
    Datum:
    21.12.2016
  • tbc

    Autor:
    tbc
    Datum:
    4.1.2017
 

Copyright © Jana Čerbáková, 2007