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Conference Paper (international conference)

Stochastic optimization sensitivity without measurability

Lachout Petr

: Proceedings 15th International Scientific Conference on Mathematical Methods in Economics and Industry, p. 131-136 , Eds: Cechlárová Kataeina, Halická Margaréta, Borbelová Viera, Lacko Vladimír

: International Scientific Conference on Mathematical Methods in Economics and Industry /15./, (Herĺany, SK, 03.06.2007-07.06.2007)

: CEZ:AV0Z10750506

: GA201/05/2340, GA ČR

: stochastic optimization problem, sensitivity, measurability, weak convergence of probability measures

(eng): 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.

(cze): Stochastická optimizace citlivosti bez měřitelnosti

: BB

07.01.2019 - 08:39