Dr. Seabstiano 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