Publication details
Conference Paper (international conference)
Stochastic optimization sensitivity without measurability
: 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