Robustness Analysis of Stochastic Programs with Joint Probabilistic Constraints

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216208%3A11320%2F13%3A10159022" target="_blank" >RIV/00216208:11320/13:10159022 - isvavai.cz</a>
Result on the web
<a href="http://link.springer.com/chapter/10.1007%2F978-3-642-36062-6_16#" target="_blank" >http://link.springer.com/chapter/10.1007%2F978-3-642-36062-6_16#</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1007/978-3-642-36062-6_16" target="_blank" >10.1007/978-3-642-36062-6_16</a>

Result language
angličtina
Original language name
Robustness Analysis of Stochastic Programs with Joint Probabilistic Constraints
Original language description
Due to their frequently observed lack of convexity and/or smoothness, stochastic programs with joint probabilistic constraints have been considered as a hard type of constrained optimization problems, which are rather demanding both from the computational and robustness point of view. Dependence of the set of solutions on the probability distribution rules out the straightforward construction of the convexity-based global contamination bounds for the optimal value; at least local results for probabilistic programs of a special structure will be derived. Several alternative approaches to output analysis are mentioned.
Czech name
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Czech description
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Project
<a href="/en/project/GAP402%2F11%2F0150" target="_blank" >GAP402/11/0150: The Interplay of Theory and Applications in Stochastic Decision Problems</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Publication year
2013
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

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