Publication detail

Selected Deterministic Reformulations of Stochastic Programs

POPELA, P. SKLENÁŘ, J.

Czech title

Selected Deterministic Reformulations of Stochastic Programs

English title

Selected Deterministic Reformulations of Stochastic Programs

Type

conference paper

Language

en

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.

Czech 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.

English 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 in English

Stochastic programming, deterministic reformulation, GAMS, comparison of solutions.

RIV year

2006

Released

01.06.2006

Publisher

Kuncik/BUT

Location

Brno

ISBN

80-214-3195-4

Book

Proceedings of the 12th International Conference MENDEL 2006

Pages from–to

185–190

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",
  month="June",
  pages="185--190",
  publisher="Kuncik/BUT",
  address="Brno",
  isbn="80-214-3195-4"
}