Webpage dedicated to the booklet "On Selected Software for Stochastic Programming" HERE.
Seminar programme will be consequently updated. Guests are welcomed.
-
Seminar is canceled
- Autor:
- Datum:
- 23.2.2016
-
Introduction to seminar Ph.D. Winter School on Stochastic Programming
- Autor:
- doc. RNDr. Ing. Miloš Kopa, Ph.D. Jaromír Hošek, Lukáš Kokrda
- Datum:
- 2.3.2016
-
Risk Measures and Ambiguity in stochastic optimization: Stability Results
- Autor:
- Prof. Alois Pichler
- Datum:
- 9.3.2016
- Abstract:
- In finance, the probability measure is typically not known in practice. The corresponding uncertainty with respect to the underlying probability measure is called ambiguity, and distributionally robust stochastic programs are occasionally used to handle this type of uncertainty. We present stability results for these stochastic problems. The results are formulated in terms of Pompeiu--Hausdorff distances for general sets. Underlying distances metrisize weak* convergence on probability measures, the results on multistage stochastic optimization problems are based on the process distance.
-
ALM models using stochastic programming
- Autor:
- Bc. Tomáš Rusý
- Datum:
- 16.3.2016
-
A solving procedure for implicit equations
- Autor:
- Doc.RNDr. Petr Lachout, CSc.
- Datum:
- 23.3.2016
-
Scenario optimization and the risk of empirical costs
- Autor:
-
Prof. Algo Carè
Abstract
- Datum:
- 30.3.2016
-
- Autor:
- RNDr. Michal Houda, Ph.D.
- Datum:
- 6.4.2016
- Autor:
- Datum:
- 13.4.2016
-
- Autor:
- Sebastiano Vitali, Ph.D.
- Datum:
- 20.4.2016
-
- Autor:
- RNDr. Vlasta Kaňková, CSc.
- Datum:
- 27.4.2016
-
Multivariate stochastic dominance in portfolio optimization problem
- Autor:
- RNDr. Mgr. Barbora Petrová
- Datum:
- 4.5.2016
-
- Autor:
- RNDr. Martin Branda, Ph.D.
- Datum:
- 11.5.2016
-
Minimax in scheduling problems
- Autor:
- Ing. František Zapletal, Ph.D.
- Datum:
- 18.5.2016
-
- Autor:
- Datum:
- 25.5.2016