[1] J. Dupačová:
Experience in stochastic programming models. In: Proc. IX. International Symposium on Mathematical Programming. Budapest 1976, Akademiai Kiaido, Budapest 1979, pp. 99-105.
MR 0580490
[2] J. Dupačová:
Stability and sensitivity analysis for stochastic programming. Ann. Oper. Res. 27 (1990), 115-142.
MR 1088990
[3] J. Dupačová:
On non-normal asymptotic behaviour of optimal solution for stochastic programming problems and on related problems of mathematical statistics. Kybernetika 27 (1991), 1, 38-52.
MR 1099513
[4] P. Kail:
Stochastic Linear Programming. Springer-Verlag, Berlin-Heidelberg- New York 1976.
MR 0446504
[5] V. Kaňková: O:
ptimum solution of a stochastic optimization problem with unknown parameters. In: Trans, of the Seventh Prague Conference 1974, Academia, Prague 1977, pp. 239-244,
MR 0519478
[6] V. Kaňková:
Stability in the stochastic programming. Kybernetika 14 (1978), 5, 339-349.
MR 0512002
[7] V. Kaňková:
Differentiability of the optimalized function in a two stages stochastic nonlinear programming problem. (in Czech). Ekonomicko-matematický obzor H (1978), 3, 322-330.
MR 0514885
[8] V. Kaňková:
Sequences of stochastic programming problems with incomplete information. In: Trans, of the Ninth Prague Conference, Academia, Prague 1983, pp. 327-332.
MR 0757760
[9] V. Kaňková:
Estimates in stochastic programming - chance constrained case. Problems Control and Inform. Theory 18 (1989), 4, 251-260.
MR 1017408
[10] V. Kaňková:
On the convergence rate of empirical estimates in chance constrained stochastic programming. Kybernetika 26 (1990), 6, 449-461.
MR 1089809
[11] V. I. Norkin:
Stability of stochastic optimization models and statistical methods in stochastic programming. Akademianauk Ukrainskoj SSR, Institut kibernetiki im V. M. Gluskova, Preprint 89-53.
MR 1071504
[12] A. Prekopa:
Programming under probabilistic constraints with a random technology matrix. Math. Operationsf. Statist. 5 (1974), 2, 100-116.
MR 0384162 |
Zbl 0302.90043
[13] B. N. Pšeničnyj, Yu. M. Danilin: Numerical Methods in Optimal Problems. (in Russian). Nauka, Moscow 1975.
[14] W. Romisch, R. Schulz:
Stability analysis for stochastic programs. Ann. Oper. Res. 30 (1991), 241-266.
MR 1118900
[15] R. S. Tarasenko:
On the estimation of the convergence rate of the adaptive random search method. (in Russian). Problémy shičajnogo poiska 1980, 8, 162-185.
Zbl 0446.90072
[16] S. Vogel:
On stability in multiobjective programming - a stochastic approach. Mathematical Programming (to appear).
MR 1175561 |
Zbl 0770.90061
[17] R. Wets: A Stochastic Approach to the Solution of Stochastic Programs with (Convex) Simple Recourse. Research Report Univ. Kentucky, USA (1974).