0583619 20240402215303.720240305235959.9 6 s. P cav_un_epca*0583562978-80-11-04132-82788-3965192-197PrahaThe Czech Society of Operations Research2023SekničkováJanaHolýVladimír Stochastic optimization problems static problems empirical measure point estimates interval estimates nonlinear dependence cav_un_auth*0101122 Kaňková Vlasta UTIA-B Ekonometrie Department of Econometrics E E Department of Econometrics Ústav teorie informace a automatizace AV ČR, v. v. i. http://library.utia.cas.cz/separaty/2023/E/kankova-0583619.pdf GA18-02739S GA ČR cav_un_auth*0363963 Many economic and financial applications lead to deterministic optimization problems depending on a probability measure. It happens very often (in applications) that these problems have to be solved on the data base. Point estimates of an optimal value and estimates of an optimal solutionset can be obtained by this approach. A consistency, a rate of convergence and normal properties, of these estimates, have been discussed (many times) not only under assumptions of independent data corresponding to the distributions with light tails, but also for weak dependent data and the distributions with heavy tails. However, it is also possible to estimate (on the data base) a confidence intervals and bounds for the optimal value and the optimal solutions. To analyze this approach we focus on a special case of static problems depending nonlineary on the probability measure. Stability results based on the Wasserstein metric and the Valander approach will be employed for the above mentioned analysis. cav_un_auth*0464093 MME 2023: Mathematical Methods in Economics /41./ 20230913 Prague CZ 20230915 mme2023.vse.cz AH 50000 50200 50201 2024 PR RVO:67985556 https://hdl.handle.net/11104/0351623 S 2023 C 978-80-11-04132-8 cav_un_epca*0583562 Proceedings of the 41st International Conference on Mathematical Methods in Econometrics The Czech Society of Operations Research 2023 Praha 192 197 978-80-11-04132-8 2788-3965 Sekničková Jana 340 Holý Vladimír 340