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Minimax stochastic programs with nonseparable penalties

  • Jitka Dupačová
Stochastic Control
Part of the Lecture Notes in Control and Information Sciences book series (LNCIS, volume 22)

Keywords

Penalty Function Discrete Distribution Moment Problem Unconstrained Optimization Problem Stochastic Linear Program 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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References

  1. [1]
    Bector, C.R.: Programming problems with convex fractional functions. Oper.Res.16(1968), 383–391.Google Scholar
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    Dupačová,J.: Minimax stochastic programs with nonconvex nonseparable penalty functions. In: Colloquia Math. Soc.J.Bólyai 12.Progress in operations research, Eger 1974. A.Prékopa ed, J.Bólyai Math.Soc. and North Holland 1976, 303–316.Google Scholar
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    Dupačová, J.: Minimaxová úloha stochastického lineárního programování a momentový problém. Ekonomicko-matematický obzor (Review of Econometrics) 13 (1977), 279–307.Google Scholar
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    Dupačová, J.: Minimax approach to stochastic linear programming and the moment problem. Selected results. ZAMM 58 (1978), T 466–T 467.Google Scholar
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    Эрмольев, Ю, М.: Методы стохастического программирования, Иад. Наука, Мосява 1976.Google Scholar
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    Loève, M.: Probability theory. Van Nostrand, New York 1955.Google Scholar

Copyright information

© Springer-Verlag 1980

Authors and Affiliations

  • Jitka Dupačová
    • 1
  1. 1.Dept. of StatisticsCharles UniversityPrague

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