0536237 20250123090608.720201215235959.9 000668460800038 6 s. P cav_un_epca*0536245978-80-7509-734-7247-252BrnoFaculty of Business Economics, Mendel University2020KapounekS.VránováH. Stochastic optimization problem Nonlinear dependence Empirical estimates Static problems cav_un_auth*0101122 Kaňková Vlasta UTIA-B Ekonometrie Department of Econometrics E E 100 K Ústav teorie informace a automatizace AV ČR, v. v. i. http://library.utia.cas.cz/separaty/2020/E/kankova-0536237.pdf GA18-02739S GA ČR cav_un_auth*0363963 Nonlinear dependence on a probability measure begins to appear (last time) in a stochastic optimization rather often. Namely, the corresponding type of problems corresponds to many situations in applications. The nonlinear dependence can appear as in the objective functions so in a constraints set. We plan to consider the case of static (one-objective) problems in which nonlinear dependence appears in the objective function with a few types of constraints sets. In details we consider constraints sets “deterministic”, depending nonlinearly on the probability measure, constraints set determined by second order stochastic dominance and the sets given by mean-risk problems. The last case means that the constraints set corresponds to solutions those guarantee an acceptable value in both criteria. To introduce corresponding assertions we employ the stability results based on the Wasserstein metric and L1 norm. Moreover, we try to deal also with the case when all results have to be obtained (estimated) on the data base. cav_un_auth*0395560 INTERNATIONAL CONFERENCE ON MATHEMATICAL METHODS IN ECONOMICS (MME 2020) /38./ 20200909 20200911 Brno CZ BB 50000 50200 50202 2021 1 PR RVO:67985556 http://hdl.handle.net/11104/0314174 S 90120 2020 SCOPUS PUBMED 000668460800038 WOS cav_un_epca*0536245 Proceedings of the 38th International Conference on Mathematical Methods in Economics 978-80-7509-734-7 247 252 Brno Faculty of Business Economics, Mendel University 2020 340 Kapounek S. 340 Vránová H.