Stability in stochastic programming -- The case of unknown location parameter

Vlasta Kaňková

Kybernetika (1993)

  • Volume: 29, Issue: 1, page 80-101
  • ISSN: 0023-5954

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Kaňková, Vlasta. "Stability in stochastic programming -- The case of unknown location parameter." Kybernetika 29.1 (1993): 80-101. <http://eudml.org/doc/27702>.

@article{Kaňková1993,
author = {Kaňková, Vlasta},
journal = {Kybernetika},
keywords = {nonlinear two stage stochastic programs; random right hand sides; optimal solutions; consistently estimated location parameters},
language = {eng},
number = {1},
pages = {80-101},
publisher = {Institute of Information Theory and Automation AS CR},
title = {Stability in stochastic programming -- The case of unknown location parameter},
url = {http://eudml.org/doc/27702},
volume = {29},
year = {1993},
}

TY - JOUR
AU - Kaňková, Vlasta
TI - Stability in stochastic programming -- The case of unknown location parameter
JO - Kybernetika
PY - 1993
PB - Institute of Information Theory and Automation AS CR
VL - 29
IS - 1
SP - 80
EP - 101
LA - eng
KW - nonlinear two stage stochastic programs; random right hand sides; optimal solutions; consistently estimated location parameters
UR - http://eudml.org/doc/27702
ER -

References

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  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. (1976) MR0580490
  2. J. Dupačová, Stability and sensitivity analysis for stochastic programming, Ann. Oper. Res. 27 (1990), 115-142. (1990) MR1088990
  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. (1991) MR1099513
  4. P. Kail, Stochastic Linear Programming, Springer-Verlag, Berlin-Heidelberg- New York 1976. (1976) MR0446504
  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, (1974) MR0519478
  6. V. Kaňková, Stability in the stochastic programming, Kybernetika 14 (1978), 5, 339-349. (1978) MR0512002
  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. (1978) MR0514885
  8. V. Kaňková, Sequences of stochastic programming problems with incomplete information, In: Trans, of the Ninth Prague Conference, Academia, Prague 1983, pp. 327-332. (1983) MR0757760
  9. V. Kaňková, Estimates in stochastic programming - chance constrained case, Problems Control and Inform. Theory 18 (1989), 4, 251-260. (1989) MR1017408
  10. V. Kaňková, On the convergence rate of empirical estimates in chance constrained stochastic programming, Kybernetika 26 (1990), 6, 449-461. (1990) MR1089809
  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. MR1071504
  12. A. Prekopa, Programming under probabilistic constraints with a random technology matrix, Math. Operationsf. Statist. 5 (1974), 2, 100-116. (1974) Zbl0302.90043MR0384162
  13. B. N. Pšeničnyj, Yu. M. Danilin, Numerical Methods in Optimal Problems, (in Russian). Nauka, Moscow 1975. (1975) 
  14. W. Romisch, R. Schulz, Stability analysis for stochastic programs, Ann. Oper. Res. 30 (1991), 241-266. (1991) MR1118900
  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. (1980) Zbl0446.90072
  16. S. Vogel, On stability in multiobjective programming - a stochastic approach, Mathematical Programming (to appear). Zbl0770.90061MR1175561
  17. R. Wets, A Stochastic Approach to the Solution of Stochastic Programs with (Convex) Simple Recourse, Research Report Univ. Kentucky, USA (1974). (1974) 

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