Optimization problem with parameter and its application to the problems of two-stage stochastic nonlinear programming

Vlasta Kaňková

Kybernetika (1980)

  • Volume: 16, Issue: 5, page (411)-425
  • ISSN: 0023-5954

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Kaňková, Vlasta. "Optimization problem with parameter and its application to the problems of two-stage stochastic nonlinear programming." Kybernetika 16.5 (1980): (411)-425. <http://eudml.org/doc/28337>.

@article{Kaňková1980,
author = {Kaňková, Vlasta},
journal = {Kybernetika},
keywords = {two-stage stochastic nonlinear programming; unknown vector parameter; parametric programming; continuous concave Lipschitz function; sufficient stability conditions},
language = {eng},
number = {5},
pages = {(411)-425},
publisher = {Institute of Information Theory and Automation AS CR},
title = {Optimization problem with parameter and its application to the problems of two-stage stochastic nonlinear programming},
url = {http://eudml.org/doc/28337},
volume = {16},
year = {1980},
}

TY - JOUR
AU - Kaňková, Vlasta
TI - Optimization problem with parameter and its application to the problems of two-stage stochastic nonlinear programming
JO - Kybernetika
PY - 1980
PB - Institute of Information Theory and Automation AS CR
VL - 16
IS - 5
SP - (411)
EP - 425
LA - eng
KW - two-stage stochastic nonlinear programming; unknown vector parameter; parametric programming; continuous concave Lipschitz function; sufficient stability conditions
UR - http://eudml.org/doc/28337
ER -

References

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  1. B. Bereanu, Stable Stochastic Linear Programs and Applications, Mathematische Operationsforschung und Statistics 4 (1975), 593-608. (1975) Zbl0342.90048MR0441338
  2. P. Kali, Stochastic Linear Programming, Springer-Verlag, Berlin-Heidelberg-New York 1976. (1976) MR0446504
  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. (1978) MR0514885
  4. V. Kaňková, Stability in the Stochastic Programming, Kybernetika 14 (1978), 5, 339-349. (1978) MR0512002
  5. V. Kaňková, An Approximative Solution of a Stochastic Optimization Problem, Trans. of the Eight Prague Conference. .., Academia, Prague 1978, 349 - 353. (1978) MR0536792
  6. V. Kaňková, Approximating Solution of Problems of the Two-Stage Stochastic Nonlinear Programming, (in Czech). Ekonomicko-matematický obzor 16 (1980), 1, 64-76. (1980) MR0571742
  7. S. Karlin, Mathematical Methods and Theory in Games, Programming and Economics, Pergamon Press, London-Paris 1959. (1959) 
  8. R. Rockafellar, Convex Analysis, Princeton Press, New Jersey 1970. (1970) Zbl0193.18401MR0274683

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