0433604 20240103204848.220141106235959.9 000356417900067 6 s. P cav_un_epca*0432653978-80-244-4209-9OlomoucPalacký University, Olomouc2014 Stochastic multiobjective optimization problems (properly) efficient solution Wasserstein metric stability empirical estimates cav_un_auth*0101122 100% Kaňková Vlasta UTIA-B Ekonometrie Department of Econometrics E E Department of Econometrics K Ústav teorie informace a automatizace AV ČR, v. v. i. http://library.utia.cas.cz/separaty/2014/E/kankova-0433604.pdf cav_un_auth*0292652 GA13-14445S GA ČR Rather general multiobjective optimization problems depending on a probability measure correspond often to situations in which an economic or financial process is simultaneously influenced by a random factor and a “decision” parameter; moreover simultaneously it is reasonable to evaluate the process by a few objective functions and it seems reasonable to determine the decision with to the mathematical expectation of objectives. A complete knowledge of the probability measure is a necessary assumption to analyze the problem. However, in applications mostly the problem has to be solved on the data base. A relationship between “characteristics” obtained on the base of complete knowledge of the probability measure and them obtained on the above mentioned data base has been already investigated in the case when constraints are not depending on the probability measure. The aim of the talk will be to relax this condition. cav_un_auth*0306071 MME 2014. International Conference Mathematical Methods in Economics /32./ 10.09.2014-12.09.2014 Olomouc CZ BB 10000 10100 10103 2015 1 PR AH RVO:67985556 http://hdl.handle.net/11104/0238370 1 S RIV/67985556:_____/14:00433604!RIV15-GA0-67985556 152501543 Oprava názvu a doplnění UT WOS RIV/67985556:_____/14:00433604!RIV15-AV0-67985556 152460853 Oprava názvu a doplnění UT WOS 2014 000356417900067 WOS cav_un_epca*0432653 32nd International Conference Mathematical Methods in Economics MME 2014 978-80-244-4209-9 32nd International Conference Mathematical Methods in Economics MME 2014 Olomouc Palacký University, Olomouc 2014