Paper presents a study on sensitivity of stochastic programs. It is based on the infimum functional derivative, namely on its Hadamard derivative. The paper applies theoretical results on one- and two-stage stochastic programs.
Paper presents a study on sensitivity of stochastic programs. It is based on the infimum functional derivative, namely on its Hadamard derivative. The paper applies theoretical results on one- and two-stage stochastic programs. (en)
Článek představuje studii sensitivity stochastického programování. Je založen na derivaci functionalu infima, zejména na jeho Hadamardově derivaci. Teoretické výsledky jse aplikovány na jedno- a dvou-stupňové stochastické programování. (cs)