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Sensitivity of stochastic programs by means of the infimum functional
- 1.0040867 - 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
Number of the records: 1