0364654 20240111140800.720111101235959.9 000309074600055 6 s. cav_un_epca*0364653978-80-7431-058-41 Part I327-332PrahaProfessional Publishing, Mikulova 1572/13, 149 00 Praha 4, Czech Republic2011DlouhýMartinSkočdopolováVeronika Stochastic programming Wasserstein metric L_1norm Empirical estimates One-stage problems Multistage problems Independent samples m-dependent samples Markov dependence Phi-mixing random samples cav_un_auth*0101122 Kaňková Vlasta Ekonometrie Department of Econometrics E E UTIA-B Department of Econometrics Ústav teorie informace a automatizace AV ČR, v. v. i. pdf http://library.utia.cas.cz/separaty/2011/E/kankova-dependent data in economic and financial problems.pdf 23 MByte GAP402/10/1610 GA ČR cav_un_auth*0263483 GAP402/11/0150 GA ČR cav_un_auth*0273629 GAP402/10/0956 GA ČR cav_un_auth*0263482 CEZ:AV0Z10750506 Optimization problems depending on a probability measure correspond to many economic and financial applications. The paper deals with the case when an empirical measure substitutes the theoretical one. Especially the paper deals with a convergence rate of the corresponding estimates. ``Classical" results for independent samples are recalled, situations in which the case of dependent sample can be (from the mathematical point of view) reduced to independent case are mentioned. A great attention is paid to weak dependent samples fulfilling the Phi-mixing condition. cav_un_auth*0274594 29th International Conference Mathematical Methods in Economics 2011 Janská Dolina 06.09.2011-09.09.2011 SK 2012 BB http://hdl.handle.net/11104/0006558 2011 000309074600055 WOS pdf 23 MByte cav_un_epca*0364653 Proceedings of the 29th International Conference Mathematical Methods in Economics 2011 Part I 1 978-80-7431-058-4 327 332 Proceedings of the 29th International Conference Mathematical Methods in Economics 2011 Praha Professional Publishing, Mikulova 1572/13, 149 00 Praha 4, Czech Republic 2011 Dlouhý Martin 340 Skočdopolová Veronika 340