Sinossi
The methodology presented in this work yields existence of selections and Castaing representations of these sets that enjoy stability properties. Particularly, work on differential stability of solution sets of two-stage stochastic optimization problems is presented. We identify conditions such that the optimal value function has first- and second-order directional derivatives and the solution-set mapping is directionally differentiable into admissible directions. Moreover, the form of the semi-derivative is identified, and we have given a formula for it. The sensitivity analysis is carried out by exploiting structural properties of the optimization model. We obtain differentiability properties of solution sets and extend earlier results on directional differentiability of optimal values considerably.
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Regular Selections of Multifunctions and Random Sets
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LAP LAMBERT Academic Publishing Nov 2018, 2018
ISBN 10: 3659801240
ISBN 13: 9783659801242
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Da: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Germania
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Taschenbuch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -The methodology presented in this work yields existence of selections and Castaing representations of these sets that enjoy stability properties. Particularly, work on differential stability of solution sets of two-stage stochastic optimization problems is presented. We identify conditions such that the optimal value function has first- and second-order directional derivatives and the solution-set mapping is directionally differentiable into admissible directions. Moreover, the form of the semi-derivative is identified, and we have given a formula for it. The sensitivity analysis is carried out by exploiting structural properties of the optimization model. We obtain differentiability properties of solution sets and extend earlier results on directional differentiability of optimal values considerably. 132 pp. Englisch. Codice articolo 9783659801242
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Regular Selections of Multifunctions and Random Sets
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Condizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Autor/Autorin: Dentcheva DarinkaDarinka Dentcheva is a Bulgarian-American mathematician, noted for her contributions to convex analysis, stochastic programming, and risk-averse optimization. She developed the theory of Steiner selections of multifu. Codice articolo 255937593
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Regular Selections of Multifunctions and Random Sets
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Paperback. Condizione: Brand New. 132 pages. 8.66x5.91x0.30 inches. In Stock. Codice articolo 3659801240
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Regular Selections of Multifunctions and Random Sets
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Taschenbuch. Condizione: Neu. This item is printed on demand - Print on Demand Titel. Neuware -The methodology presented in this work yields existence of selections and Castaing representations of these sets that enjoy stability properties. Particularly, work on differential stability of solution sets of two-stage stochastic optimization problems is presented. We identify conditions such that the optimal value function has first- and second-order directional derivatives and the solution-set mapping is directionally differentiable into admissible directions. Moreover, the form of the semi-derivative is identified, and we have given a formula for it. The sensitivity analysis is carried out by exploiting structural properties of the optimization model. We obtain differentiability properties of solution sets and extend earlier results on directional differentiability of optimal values considerably.VDM Verlag, Dudweiler Landstraße 99, 66123 Saarbrücken 132 pp. Englisch. Codice articolo 9783659801242
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Taschenbuch. Condizione: Neu. Regular Selections of Multifunctions and Random Sets | Darinka Dentcheva | Taschenbuch | 132 S. | Englisch | 2018 | LAP LAMBERT Academic Publishing | EAN 9783659801242 | Verantwortliche Person für die EU: preigu GmbH & Co. KG, Lengericher Landstr. 19, 49078 Osnabrück, mail[at]preigu[dot]de | Anbieter: preigu. Codice articolo 115041053
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LAP LAMBERT Academic Publishing, 2018
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Da: AHA-BUCH GmbH, Einbeck, Germania
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Taschenbuch. Condizione: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - The methodology presented in this work yields existence of selections and Castaing representations of these sets that enjoy stability properties. Particularly, work on differential stability of solution sets of two-stage stochastic optimization problems is presented. We identify conditions such that the optimal value function has first- and second-order directional derivatives and the solution-set mapping is directionally differentiable into admissible directions. Moreover, the form of the semi-derivative is identified, and we have given a formula for it. The sensitivity analysis is carried out by exploiting structural properties of the optimization model. We obtain differentiability properties of solution sets and extend earlier results on directional differentiability of optimal values considerably. Codice articolo 9783659801242
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