Kybernetika
International journal of Institute of Information Theory and Automation
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Issue contents
Volume 43 (2007)
Volume 44 (2008)
1
2
3
4
5
6
Volume 45 (2009)
Special issue: Stochastic Programming in EURO XXII in Prague
Editorial
133
J. Dupačová
and
T. Pennanen
Special issue: Stochastic Programming in EURO XXII in Prague
Articles
134-150
D. Kuhn
,
P. Parpas
and
B. Rustem
Bound-based decision rules in multistage stochastic programming
151-170
V. Kaňková
Multistage stochastic programs via autoregressive sequences and individual probability constraints
171-184
J. Roy
and
A. Lenoir
Non-parametric approximation of non-anticipativity constraints in scenario-based multistage stochastic programming
185-204
P. Hilli
and
T. Pennanen
Numerical study of discretizations of multistage stochastic programs
205-226
K. Sladký
Growth rates and average optimality in risk-sensitive Markov decision chains
227-242
J. Dupačová
Risk objectives in two-stage stochastic programming models
243-258
M. Kopa
and
P. Chovanec
A second-order stochastic dominance portfolio efficiency measure
259-276
P. Lachout
Stability of stochastic optimization problems - nonmeasurable case
277-296
F. Maggioni
,
M. Vespucci
,
E. Allevi
,
M. Bertocchi
and
M. Innorta
A two-stage stochastic optimization model for a gas sale retailer