bibtype |
J -
Journal Article
|
ARLID |
0348335 |
utime |
20240903170622.1 |
mtime |
20101101235959.9 |
WOS |
000280425000015 |
title
(primary) (eng) |
Approximative solutions of stochastic optimization problem |
specification |
|
serial |
ARLID |
cav_un_epca*0297163 |
ISSN |
0023-5954 |
title
|
Kybernetika |
volume_id |
46 |
volume |
3 (2010) |
page_num |
513-523 |
publisher |
name |
Ústav teorie informace a automatizace AV ČR, v. v. i. |
|
|
keyword |
Stochastic optimization problem |
keyword |
sensitivity |
keyword |
approximative solution |
author
(primary) |
ARLID |
cav_un_auth*0101151 |
name1 |
Lachout |
name2 |
Petr |
full_dept (cz) |
Stochastická informatika |
full_dept (eng) |
Department of Stochastic Informatics |
department (cz) |
SI |
department (eng) |
SI |
institution |
UTIA-B |
fullinstit |
Ústav teorie informace a automatizace AV ČR, v. v. i. |
|
source |
|
cas_special |
project |
project_id |
GA201/08/0539 |
agency |
GA ČR |
ARLID |
cav_un_auth*0239648 |
|
research |
CEZ:AV0Z10750506 |
abstract
(eng) |
The aim of this paper is to present some ideas how to relax the notion of the optimal solution of the stochastic optimization problem. In the deterministic case, $/varepsilon $-minimal solutions and level-minimal solutions are considered as desired relaxations. We call them approximative solutions and we introduce some possibilities how to combine them with randomness. Relations among random versions of approximative solutions and their consistency are presented in this paper. No measurability is assumed, therefore, treatment convenient for nonmeasurable objects is employed. |
reportyear |
2011 |
RIV |
BA |
mrcbC52 |
4 O 4o 20231122134205.4 |
permalink |
http://hdl.handle.net/11104/0188892 |
mrcbT16-e |
COMPUTERSCIENCECYBERNETICS |
mrcbT16-f |
0.562 |
mrcbT16-g |
0.219 |
mrcbT16-h |
8.1 |
mrcbT16-i |
0.00125 |
mrcbT16-j |
0.22 |
mrcbT16-k |
463 |
mrcbT16-l |
73 |
mrcbT16-q |
21 |
mrcbT16-s |
0.323 |
mrcbT16-y |
20.57 |
mrcbT16-x |
0.48 |
mrcbT16-4 |
Q2 |
mrcbT16-B |
27.15 |
mrcbT16-C |
23.684 |
mrcbT16-D |
Q3 |
mrcbT16-E |
Q2 |
arlyear |
2010 |
mrcbTft |
\nSoubory v repozitáři: 0348335.pdf |
mrcbU34 |
000280425000015 WOS |
mrcbU63 |
cav_un_epca*0297163 Kybernetika 0023-5954 Roč. 46 č. 3 2010 513 523 Ústav teorie informace a automatizace AV ČR, v. v. i. |
|