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Stochastic optimization sensitivity without measurability

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    0090244 - ÚTIA 2008 RIV SK eng C - Conference Paper (international conference)
    Lachout, Petr
    Stochastic optimization sensitivity without measurability.
    [Stochastická optimizace citlivosti bez měřitelnosti.]
    Proceedings 15th International Scientific Conference on Mathematical Methods in Economics and Industry. Košice: Univerzita P. J. Šafárika v Košicích, 2007 - (Cechlárová, K.; Halická, M.; Borbelová, V.; Lacko, V.), s. 131-136. ISBN 978-80-89089-58-1.
    [International Scientific Conference on Mathematical Methods in Economics and Industry /15./. Herĺany (SK), 03.06.2007-07.06.2007]
    Grant - others:GA ČR(CZ) GA201/05/2340
    Institutional research plan: CEZ:AV0Z10750506
    Keywords : stochastic optimization problem * sensitivity * measurability * weak convergence of probability measures
    Subject RIV: BB - Applied Statistics, Operational Research

    Stochastic optimization programs can be considered as functions of probability measures defined either on a finite or an infinite space. thus, it is natural to ask on sensitivity of such an optimization program to a perturbation of that probability measure.

    Stochastická optimizace citlivosti bez měřitelnosti
    Permanent Link: http://hdl.handle.net/11104/0151201

     
     
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