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Sensitivity of stochastic programs by means of the infimum functional

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    0040867 - ÚTIA 2007 RIV CZ eng C - Conference Paper (international conference)
    Lachout, Petr
    Sensitivity of stochastic programs by means of the infimum functional.
    [Sensitivita stochastického programování pomocí functionalu infima.]
    Prague Stochastics 2006. Praha: MATFYZPRESS, 2006 - (Hušková, M.; Janžura, M.), s. 495-504. ISBN 80-86732-75-4.
    [Prague Stochastics 2006. Prague (CZ), 21.08.2006-25.08.2006]
    R&D Projects: GA ČR GA201/05/2340
    Institutional research plan: CEZ:AV0Z10750506
    Keywords : Sensitivity of stochastic program * Hadamard derivative * Two-stage stochastic program
    Subject RIV: BA - General Mathematics

    Paper presents a study on sensitivity of stochastic programs. It is based on the infimum functional derivative, namely on its Hadamard derivative. The paper applies theoretical results on one- and two-stage stochastic programs.

    Článek představuje studii sensitivity stochastického programování. Je založen na derivaci functionalu infima, zejména na jeho Hadamardově derivaci. Teoretické výsledky jse aplikovány na jedno- a dvou-stupňové stochastické programování.
    Permanent Link: http://hdl.handle.net/11104/0134493

     
     
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