| Title:
|
Stability in the stochastic programming (English) |
| Author:
|
Kaňková, Vlasta |
| Language:
|
English |
| Journal:
|
Kybernetika |
| ISSN:
|
0023-5954 |
| Volume:
|
14 |
| Issue:
|
5 |
| Year:
|
1978 |
| Pages:
|
(339)-349 |
| . |
| Category:
|
math |
| . |
| MSC:
|
90C15 |
| idMR:
|
MR512002 |
| . |
| Date available:
|
2009-09-24T17:03:27Z |
| Last updated:
|
2012-06-05 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/124278 |
| . |
| Reference:
|
[1] B. Bereanu: Stable Stochastic Linear Programs and Applications.Mathematische Operationsforschung und Statistik 4 (1975), 593 - 608. Zbl 0342.90048, MR 0441338 |
| Reference:
|
[2] J. Dupačová: Minimax Approach to Stochastic Linear Programming and the Moment Problem.(In Czech.) Ekonomicko-matematický obzor 3 (1977), 279-307. MR 0475855 |
| Reference:
|
[3] A. Fiako G. Mak-Kormik: Nonlinear Programming: Sequential Unconstrained Minimization Techniques.John Wiley and Sons, New York 1968. MR 0243831 |
| Reference:
|
[4] J. Guddat: Stability in Convex Quadratic Parametric Programming.Mathematische Operationsforschung und Statistik 2 (1976), 223-246. Zbl 0352.90045, MR 0408827 |
| Reference:
|
[5] P. Kail: Stochastic Linear Programming.Springer-Verlag, Berlin 1976. MR 0446504 |
| Reference:
|
[6] V. Kaňková: Optimum Solution of a Stochastic Optimization Problem with Unknown Parameters.Trans. of the Seventh Prague Conference, Prague 1974. Pp. 239-244. MR 0519478 |
| Reference:
|
[7] V. Kaňková: Differentiability of the Optimalized Function in a Two Stage Stochastic Non-linear Programming Problem.(In Czech.) To appear in Ekonomicko-matematický obzor. MR 0514885 |
| Reference:
|
[8] M. Loève: Probability Theory.Second Edition, D. van Nostrand Company, New York 1960. MR 0123342 |
| Reference:
|
[9] A. C. Williams: A Stochastic Transportion Problem.Oper. Res. 11 (1963), 759-770. MR 0159703 |
| . |
