A note on the differentiability in two-stage stochastic nonlinear programming problems

Vlasta Kaňková

Kybernetika (1988)

  • Volume: 24, Issue: 3, page 207-215
  • ISSN: 0023-5954

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Kaňková, Vlasta. "A note on the differentiability in two-stage stochastic nonlinear programming problems." Kybernetika 24.3 (1988): 207-215. <http://eudml.org/doc/28515>.

@article{Kaňková1988,
author = {Kaňková, Vlasta},
journal = {Kybernetika},
keywords = {differentiability; two-stage stochastic nonlinear programming; supergradient; parametric optimization},
language = {eng},
number = {3},
pages = {207-215},
publisher = {Institute of Information Theory and Automation AS CR},
title = {A note on the differentiability in two-stage stochastic nonlinear programming problems},
url = {http://eudml.org/doc/28515},
volume = {24},
year = {1988},
}

TY - JOUR
AU - Kaňková, Vlasta
TI - A note on the differentiability in two-stage stochastic nonlinear programming problems
JO - Kybernetika
PY - 1988
PB - Institute of Information Theory and Automation AS CR
VL - 24
IS - 3
SP - 207
EP - 215
LA - eng
KW - differentiability; two-stage stochastic nonlinear programming; supergradient; parametric optimization
UR - http://eudml.org/doc/28515
ER -

References

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  1. P. Kall, Stochastic Linear Programming, Springer-Verlag, Berlin--Heidelberg--New York 1976. (1976) Zbl0317.90042MR0446504
  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. (1978) MR0514885
  3. V. Kaňková, Approximating solution of problems of the two-stage stochastic nonlinear programming, Ekonomicko-matematický obzor 16 (1980), 1, 64-76. In Czech. (1980) MR0571742
  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. (1980) MR0602267
  5. S. Karlin, Mathematical Methods and Theory in Games, Programming, and Economics, Pergamon Press, London--Paris, 1959. (1959) 
  6. В. Н. Пшеничный, Необоходимые условия экстремума, Наука, Москва 1982. (1982) Zbl1170.01407
  7. R. T. Rockafellar, Convex Analysis, Princeton Press, New Jersey 1970. (1970) Zbl0193.18401MR0274683

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