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Description
  • 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.
  • 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. (en)
  • Stochastická optimizace citlivosti bez měřitelnosti (cs)
Title
  • Stochastic optimization sensitivity without measurability
  • Stochastic optimization sensitivity without measurability (en)
  • Stochastická optimizace citlivosti bez měřitelnosti (cs)
skos:prefLabel
  • Stochastic optimization sensitivity without measurability
  • Stochastic optimization sensitivity without measurability (en)
  • Stochastická optimizace citlivosti bez měřitelnosti (cs)
skos:notation
  • RIV/67985556:_____/07:00090244!RIV08-AV0-67985556
http://linked.open.../vavai/riv/strany
  • 131;136
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  • Z(AV0Z10750506)
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  • 452562
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  • RIV/67985556:_____/07:00090244
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  • stochastic optimization problem; sensitivity; measurability; weak convergence of probability measures (en)
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  • [3E286A643EB6]
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  • Herĺany
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  • Košice
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  • Proceedings 15th International Scientific Conference on Mathematical Methods in Economics and Industry
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  • Lachout, Petr
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number of pages
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  • Univerzita P. J. Šafárika v Košicích
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  • 978-80-89089-58-1
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