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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  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
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