| Title:
|
Stability in stochastic programming -- The case of unknown location parameter (English) |
| Author:
|
Kaňková, Vlasta |
| Language:
|
English |
| Journal:
|
Kybernetika |
| ISSN:
|
0023-5954 |
| Volume:
|
29 |
| Issue:
|
1 |
| Year:
|
1993 |
| Pages:
|
80-101 |
| . |
| Category:
|
math |
| . |
| MSC:
|
62F12 |
| MSC:
|
90C15 |
| MSC:
|
90C31 |
| idZBL:
|
Zbl 0803.90096 |
| idMR:
|
MR1227744 |
| . |
| Date available:
|
2009-09-24T18:38:40Z |
| Last updated:
|
2012-06-06 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/124547 |
| . |
| Reference:
|
[1] J. Dupačová: Experience in stochastic programming models.In: Proc. IX. International Symposium on Mathematical Programming. Budapest 1976, Akademiai Kiaido, Budapest 1979, pp. 99-105. MR 0580490 |
| Reference:
|
[2] J. Dupačová: Stability and sensitivity analysis for stochastic programming.Ann. Oper. Res. 27 (1990), 115-142. MR 1088990 |
| Reference:
|
[3] J. Dupačová: On non-normal asymptotic behaviour of optimal solution for stochastic programming problems and on related problems of mathematical statistics.Kybernetika 27 (1991), 1, 38-52. MR 1099513 |
| Reference:
|
[4] P. Kail: Stochastic Linear Programming.Springer-Verlag, Berlin-Heidelberg- New York 1976. MR 0446504 |
| Reference:
|
[5] V. Kaňková: O: ptimum solution of a stochastic optimization problem with unknown parameters.In: Trans, of the Seventh Prague Conference 1974, Academia, Prague 1977, pp. 239-244, MR 0519478 |
| Reference:
|
[6] V. Kaňková: Stability in the stochastic programming.Kybernetika 14 (1978), 5, 339-349. MR 0512002 |
| Reference:
|
[7] V. Kaňková: Differentiability of the optimalized function in a two stages stochastic nonlinear programming problem.(in Czech). Ekonomicko-matematický obzor H (1978), 3, 322-330. MR 0514885 |
| Reference:
|
[8] V. Kaňková: Sequences of stochastic programming problems with incomplete information.In: Trans, of the Ninth Prague Conference, Academia, Prague 1983, pp. 327-332. MR 0757760 |
| Reference:
|
[9] V. Kaňková: Estimates in stochastic programming - chance constrained case.Problems Control and Inform. Theory 18 (1989), 4, 251-260. MR 1017408 |
| Reference:
|
[10] V. Kaňková: On the convergence rate of empirical estimates in chance constrained stochastic programming.Kybernetika 26 (1990), 6, 449-461. MR 1089809 |
| Reference:
|
[11] V. I. Norkin: Stability of stochastic optimization models and statistical methods in stochastic programming.Akademianauk Ukrainskoj SSR, Institut kibernetiki im V. M. Gluskova, Preprint 89-53. MR 1071504 |
| Reference:
|
[12] A. Prekopa: Programming under probabilistic constraints with a random technology matrix.Math. Operationsf. Statist. 5 (1974), 2, 100-116. Zbl 0302.90043, MR 0384162 |
| Reference:
|
[13] B. N. Pšeničnyj, Yu. M. Danilin: Numerical Methods in Optimal Problems.(in Russian). Nauka, Moscow 1975. |
| Reference:
|
[14] W. Romisch, R. Schulz: Stability analysis for stochastic programs.Ann. Oper. Res. 30 (1991), 241-266. MR 1118900 |
| Reference:
|
[15] R. S. Tarasenko: On the estimation of the convergence rate of the adaptive random search method.(in Russian). Problémy shičajnogo poiska 1980, 8, 162-185. Zbl 0446.90072 |
| Reference:
|
[16] S. Vogel: On stability in multiobjective programming - a stochastic approach.Mathematical Programming (to appear). Zbl 0770.90061, MR 1175561 |
| Reference:
|
[17] R. Wets: A Stochastic Approach to the Solution of Stochastic Programs with (Convex) Simple Recourse.Research Report Univ. Kentucky, USA (1974). |
| . |
