Title:
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Optimization problem with parameter and its application to the problems of two-stage stochastic nonlinear programming (English) |
Author:
|
Kaňková, Vlasta |
Language:
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English |
Journal:
|
Kybernetika |
ISSN:
|
0023-5954 |
Volume:
|
16 |
Issue:
|
5 |
Year:
|
1980 |
Pages:
|
(411)-425 |
. |
Category:
|
math |
. |
MSC:
|
90C15 |
MSC:
|
90C31 |
idZBL:
|
Zbl 0449.90075 |
idMR:
|
MR602267 |
. |
Date available:
|
2009-09-24T17:16:16Z |
Last updated:
|
2012-06-05 |
Stable URL:
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http://hdl.handle.net/10338.dmlcz/125182 |
. |
Reference:
|
[1] B. Bereanu: Stable Stochastic Linear Programs and Applications.Mathematische Operationsforschung und Statistics 4 (1975), 593-608. Zbl 0342.90048, MR 0441338 |
Reference:
|
[2] P. Kali: Stochastic Linear Programming.Springer-Verlag, Berlin-Heidelberg-New York 1976. MR 0446504 |
Reference:
|
[3] V. Kaňková: Differentiability of the Optimalized Function in a Two Stages Stochastic Nonlinear Programming Problem.(in Czech). Ekonomicko-matematický obzor 14 (1978), 3, 322-330. MR 0514885 |
Reference:
|
[4] V. Kaňková: Stability in the Stochastic Programming.Kybernetika 14 (1978), 5, 339-349. MR 0512002 |
Reference:
|
[5] V. Kaňková: An Approximative Solution of a Stochastic Optimization Problem.Trans. of the Eight Prague Conference. .., Academia, Prague 1978, 349 - 353. MR 0536792 |
Reference:
|
[6] V. Kaňková: Approximating Solution of Problems of the Two-Stage Stochastic Nonlinear Programming.(in Czech). Ekonomicko-matematický obzor 16 (1980), 1, 64-76. MR 0571742 |
Reference:
|
[7] S. Karlin: Mathematical Methods and Theory in Games, Programming and Economics.Pergamon Press, London-Paris 1959. |
Reference:
|
[8] R. Rockafellar: Convex Analysis.Princeton Press, New Jersey 1970. Zbl 0193.18401, MR 0274683 |
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