| Title:
|
A note on the differentiability in two-stage stochastic nonlinear programming problems (English) |
| Author:
|
Kaňková, Vlasta |
| Language:
|
English |
| Journal:
|
Kybernetika |
| ISSN:
|
0023-5954 |
| Volume:
|
24 |
| Issue:
|
3 |
| Year:
|
1988 |
| Pages:
|
207-215 |
| . |
| Category:
|
math |
| . |
| MSC:
|
90C15 |
| idZBL:
|
Zbl 0654.90062 |
| idMR:
|
MR953689 |
| . |
| Date available:
|
2009-09-24T18:06:15Z |
| Last updated:
|
2012-06-05 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/125360 |
| . |
| Reference:
|
[1] P. Kall: Stochastic Linear Programming.Springer-Verlag, Berlin--Heidelberg--New York 1976. Zbl 0317.90042, MR 0446504 |
| Reference:
|
[2] V. Kaňková: Differentiability of the optimalized function in a two-stage stochastic nonlinear programming problem.Ekonomicko-matematický obzor 14 (1978), 3, 322-330. In Czech. MR 0514885 |
| Reference:
|
[3] V. Kaňková: Approximating solution of problems of the two-stage stochastic nonlinear programming.Ekonomicko-matematický obzor 16 (1980), 1, 64-76. In Czech. MR 0571742 |
| Reference:
|
[4] V. Kaňková: Optimization problem with parameter and its application to the problems of two-stage stochastic nonlinear programming.Kybernetika 16 (1980), 5, 411-425. MR 0602267 |
| Reference:
|
[5] S. Karlin: Mathematical Methods and Theory in Games, Programming, and Economics.Pergamon Press, London--Paris, 1959. |
| Reference:
|
[6] В. Н. Пшеничный: Необоходимые условия экстремума.Наука, Москва 1982. Zbl 1170.01407 |
| Reference:
|
[7] R. T. Rockafellar: Convex Analysis.Princeton Press, New Jersey 1970. Zbl 0193.18401, MR 0274683 |
| . |
