Add to ORKGIn the thesis we consider stability properties of stochastic optimization problems with respect to changes in the underlying probability measure. More specifically, we examine these properties for stochastic integral programs and for optimization problems including value-at-risk or conditional value-at-risk objective or constraints.Available from STL Prague, CZ / NTK - National Technical LibrarySIGLECZCzech Republi
General quantitative stability results for stochastic programs are formulated in terms of probabilit...
The thesis deals with possible generalization of widely used risk measures, Value-at-Risk and Condit...
Stochastic methods are present in our daily lives, especially when we need to make a decision based ...
Some developments in structure and stability of stochastic programs during the last decade together ...
SIGLEAvailable from TIB Hannover: RR 6329(2000,22) / FIZ - Fachinformationszzentrum Karlsruhe / TIB ...
In this paper we present quantitative analysis of the stability set of the first kind of stochastic ...
This thesis deals with methods of stochastic programming and their application in financial investme...
Quantitative stability of optimal values and solution sets to stochastic programming problems is stu...
We analyse stability aspects of linear multistage stochastic programs with polyhedral risk measures ...
Title: Nonconvex stochastic programming problems - formulations, sample approximations and stability...
Quantitative stability of optimal values and solution sets to stochastic programming problems is stu...
summary:This paper deals with stability of stochastic optimization problems in a general setting. Ob...
The paper deals with a statistical approach to stability analysis in nonlinear stochastic programmin...
In classical two-stage stochastic programming the expected value of the total costs is minimized. Re...
In classical two-stage stochastic programming the expected value of the total costs is minimized. Re...
General quantitative stability results for stochastic programs are formulated in terms of probabilit...
The thesis deals with possible generalization of widely used risk measures, Value-at-Risk and Condit...
Stochastic methods are present in our daily lives, especially when we need to make a decision based ...
Some developments in structure and stability of stochastic programs during the last decade together ...
SIGLEAvailable from TIB Hannover: RR 6329(2000,22) / FIZ - Fachinformationszzentrum Karlsruhe / TIB ...
In this paper we present quantitative analysis of the stability set of the first kind of stochastic ...
This thesis deals with methods of stochastic programming and their application in financial investme...
Quantitative stability of optimal values and solution sets to stochastic programming problems is stu...
We analyse stability aspects of linear multistage stochastic programs with polyhedral risk measures ...
Title: Nonconvex stochastic programming problems - formulations, sample approximations and stability...
Quantitative stability of optimal values and solution sets to stochastic programming problems is stu...
summary:This paper deals with stability of stochastic optimization problems in a general setting. Ob...
The paper deals with a statistical approach to stability analysis in nonlinear stochastic programmin...
In classical two-stage stochastic programming the expected value of the total costs is minimized. Re...
In classical two-stage stochastic programming the expected value of the total costs is minimized. Re...
General quantitative stability results for stochastic programs are formulated in terms of probabilit...
The thesis deals with possible generalization of widely used risk measures, Value-at-Risk and Condit...
Stochastic methods are present in our daily lives, especially when we need to make a decision based ...