Dr. Sebastiano Vitali, Ph.D. Charles University Faculty of Mathematics and Physics Department of Probability and Mathematical Statistics Sokolovská 83, Prague, Czech Republic
vitali@karlin.mff.cuni.cz
MATLAB material
GAMS material
Homework 2
Primal Linear Problem GAMS
Prima-Dual in Excel
Excel_Matlab_GAMS communication
Knapsack
Homework Knapsack evolution
AV@R Optimization
Homework 3
CV@R
Knapsack - an evolution
Stochastic Dominance Examples
Travel and Transportation Examples