On stability of stochastic programming problems with linear recourse

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F67985556%3A_____%2F05%3A00411411" target="_blank" >RIV/67985556:_____/05:00411411 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Result language
angličtina
Original language name
On stability of stochastic programming problems with linear recourse
Original language description
Stochastic programming problems with recourse is a composition of inner and outer optimization problems. A solution of the outer problem depends on the "underlying" probability measure, a solution of inner problem depends on the solution of the outer problem and on the random element realization. Consequently (in the case of the optimal solution of the outer problem) the optimal value and the solution of the inner problem depend also on the probability measure. The aim is to investigate this dependence.
Czech name
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Czech description
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Project
Result was created during the realization of more than one project. More information in the Projects tab.
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)<br>Z - Vyzkumny zamer (s odkazem do CEZ)

Publication year
2005
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Article name in the collection
Proceedings of the 23rd International Conference Mathematical Methods in Economics 2005
ISBN
978-80-7041-535-1
ISSN
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e-ISSN
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Number of pages
8
Pages from-to
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Publisher name
Gaudeamus
Place of publication
Hradec Králové
Event location
Hradec Králové
Event date
Sep 14, 2005
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
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