Project leader: Ing. Karel Sladký, CSc.

Department: E

Supported by (ID): GA ČR 402/08/0107

Duration: 2008 - 2010

Abstract:

The aim of the project is a detailed investigation of nonstandard optimality criteria in non-deterministic multistage decision economic models, i.e. attention is focused primarily on dynamical models based on stochastic dynamic programming and multistage stochastic programming methods with optimality criteria taking into account also variability-risk features of the problem and/or additional criteria.