Stochastic optimization sensitivity without measurability
1.
SYSNO ASEP
0090244
Document Type
C - Proceedings Paper (int. conf.)
R&D Document Type
Conference Paper
Title
Stochastic optimization sensitivity without measurability
Title
Stochastická optimizace citlivosti bez měřitelnosti
Author(s)
Lachout, Petr (UTIA-B)
Source Title
Proceedings 15th International Scientific Conference on Mathematical Methods in Economics and Industry. - Košice : Univerzita P. J. Šafárika v Košicích, 2007 / Cechlárová Kataeina ; Halická Margaréta ; Borbelová Viera ; Lacko Vladimír
- ISBN 978-80-89089-58-1
Pages
s. 131-136
Number of pages
6 s.
Action
International Scientific Conference on Mathematical Methods in Economics and Industry /15./
Event date
03.06.2007-07.06.2007
VEvent location
Herĺany
Country
SK - Slovakia
Event type
WRD
Language
eng - English
Country
SK - Slovakia
Keywords
stochastic optimization problem ; sensitivity ; measurability ; weak convergence of probability measures
Subject RIV
BB - Applied Statistics, Operational Research
CEZ
AV0Z10750506 - UTIA-B (2005-2011)
Annotation
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.
