Počet záznamů: 1

Approximative solutions of stochastic optimization problem

  1. 1.
    0348335 - UTIA-B 2011 RIV CZ eng J - Článek v odborném periodiku
    Lachout, Petr
    Approximative solutions of stochastic optimization problem.
    Kybernetika. Roč. 46, č. 3 (2010), s. 513-523 ISSN 0023-5954
    Grant CEP: GA ČR GA201/08/0539
    Výzkumný záměr: CEZ:AV0Z10750506
    Klíčová slova: Stochastic optimization problem * sensitivity * approximative solution
    Kód oboru RIV: BA - Obecná matematika
    Impakt faktor: 0.461, rok: 2010
    http://library.utia.cas.cz/separaty/2010/SI/lachout-approximative solutions of stochastic optimization problem.pdf http://library.utia.cas.cz/separaty/2010/SI/lachout-approximative solutions of stochastic optimization problem.pdf

    The aim of this paper is to present some ideas how to relax the notion of the optimal solution of the stochastic optimization problem. In the deterministic case, $/varepsilon $-minimal solutions and level-minimal solutions are considered as desired relaxations. We call them approximative solutions and we introduce some possibilities how to combine them with randomness. Relations among random versions of approximative solutions and their consistency are presented in this paper. No measurability is assumed, therefore, treatment convenient for nonmeasurable objects is employed.
    Trvalý link: http://hdl.handle.net/11104/0188892
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