0490685 20240103220152.520180626235959.9 000455265500021 7 s. P cav_un_epca*0490662978-80-89962-07-5165-171BratislavaUniversity of Economics, Bratislava2018ReiffMartinGežíkPavel stochastic multi-objective optimization problems efficient solution Wasserstein metric and L1 norm Lipschitz property second order stochastic dominance constraints relaxation cav_un_auth*0101122 Ekonometrie Department of Econometrics E E Department of Econometrics 100 Kaňková Vlasta UTIA-B K Ústav teorie informace a automatizace AV ČR, v. v. i. http://library.utia.cas.cz/separaty/2018/E/kankova-0490685.pdf cav_un_auth*0363963 GA18-02739S GA ČR Many economic and financial applications lead to determi-nistic optimization problems depending on a probability measure. These problems can be either static (one stage) or dynamic with finite (multistage) or infinite horizon, single-objective or multi-objective. Constraints sets can be either "deterministic", given by probability constraints, or stochastic dominance constraints. We focus on multi-objective problems and second order stochastic dominance constraints. To this end we employ the former results obtained for stochastic (mostly strongly) convex multi-objective problems and results obtained for one-objective problems with second-order stochastic dominance constraints. The relaxation approach will be included in the case of second order stochastic dominance constraints. cav_un_auth*0361941 Quantitative Methods in Economics: Multiple Criteria Decision Making XIX 20180523 20180525 Trenčianské Teplice SK BB 50000 50200 50202 2019 1 PR RVO:67985556 http://hdl.handle.net/11104/0286787 S n.a. Proceedings Paper Economics 2018 SCOPUS PUBMED 000455265500021 WOS cav_un_epca*0490662 Quantitative Methods in Economics: Multiple Criteria Decision Making XIX University of Economics, Bratislava 2018 Bratislava 165 171 978-80-89962-07-5 340 Reiff Martin 340 Gežík Pavel