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Kankova, Vlasta

Optimization problem with parameter and its application to the problems of two-stage stochastic nonlinear programming. (English) Zbl 0449.90075

Kybernetika 16, 411-425 (1980).
Page: −5 −4 −3 −2 −1 ±0 +1 +2 +3 +4 +5 Show Scanned Page
scan of Zbl 0449.90075

MSC:

90C31 Sensitivity, stability, parametric optimization
90C15 Stochastic programming

Keywords:

two-stage stochastic nonlinear programming; unknown vector parameter; parametric programming; continuous concave Lipschitz function; sufficient stability conditions
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References:

[1] B. Bereanu: Stable Stochastic Linear Programs and Applications. Mathematische Operationsforschung und Statistics 4 (1975), 593-608. · Zbl 0342.90048 · doi:10.1080/02331887508801239
[2] P. Kali: Stochastic Linear Programming. Springer-Verlag, Berlin-Heidelberg-New York 1976.
[3] V. Kaňková: Differentiability of the Optimalized Function in a Two Stages Stochastic Nonlinear Programming Problem. (in Czech). Ekonomicko-matematický obzor 14 (1978), 3, 322-330.
[4] V. Kaňková: Stability in the Stochastic Programming. Kybernetika 14 (1978), 5, 339-349.
[5] V. Kaňková: An Approximative Solution of a Stochastic Optimization Problem. Trans. of the Eight Prague Conference. .., Academia, Prague 1978, 349 - 353.
[6] V. Kaňková: Approximating Solution of Problems of the Two-Stage Stochastic Nonlinear Programming. (in Czech). Ekonomicko-matematický obzor 16 (1980), 1, 64-76.
[7] S. Karlin: Mathematical Methods and Theory in Games, Programming and Economics. Pergamon Press, London-Paris 1959. · Zbl 0139.12704
[8] R. Rockafellar: Convex Analysis. Princeton Press, New Jersey 1970. · Zbl 0193.18401
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