| bibtype |
C -
Conference Paper (international conference)
|
| ARLID |
0040865 |
| utime |
20240111140638.8 |
| mtime |
20060906235959.9 |
| title
(primary) (eng) |
Empirical processes in stochastic programming |
| specification |
| page_count |
11 s. |
| media_type |
CD-ROM |
|
| serial |
| ARLID |
cav_un_epca*0076740 |
| ISBN |
80-86732-75-4 |
| title
|
Prague Stochastics 2006 |
| page_num |
426-436 |
| publisher |
| place |
Praha |
| name |
MATFYZPRESS |
| year |
2006 |
|
| editor |
|
| editor |
|
|
| title
(cze) |
Empirické procesy ve stochastickém programování |
| keyword |
stochastic programmnig |
| keyword |
stability |
| keyword |
empirical estimates |
| keyword |
Wasserestein metric |
| keyword |
Kolmogorov metric |
| author
(primary) |
| ARLID |
cav_un_auth*0101122 |
| name1 |
Kaňková |
| name2 |
Vlasta |
| institution |
UTIA-B |
| full_dept |
Department of Econometrics |
| fullinstit |
Ústav teorie informace a automatizace AV ČR, v. v. i. |
|
| author
|
| ARLID |
cav_un_auth*0108104 |
| name1 |
Houda |
| name2 |
Michal |
| institution |
UTIA-B |
| full_dept |
Department of Econometrics |
| fullinstit |
Ústav teorie informace a automatizace AV ČR, v. v. i. |
|
| source |
| source_type |
textový soubor |
| source_size |
180 kB |
|
| COSATI |
12B |
| cas_special |
| project |
| project_id |
GA402/04/1294 |
| agency |
GA ČR |
| ARLID |
cav_un_auth*0001810 |
|
| project |
| project_id |
GA402/05/0115 |
| agency |
GA ČR |
| ARLID |
cav_un_auth*0001811 |
|
| project |
| project_id |
GD402/03/H057 |
| agency |
GA ČR |
| ARLID |
cav_un_auth*0010985 |
|
| research |
CEZ:AV0Z10750506 |
| abstract
(eng) |
Usually, it is very complicated to investigate and to solve optimization problems depending on a probability measure. To this end a stability of them, considers with respect to a prabability measure space, has been discused in the stochastic programming literature many times. The paper is focus on the investigation of the stability with respect to the Wasserstein and to the Komolgorov metrics with "underlying" L_1 space. Moreover, we applay achieved stability results to empirical estimates. |
| abstract
(cze) |
Studovat a řešit optimalizační úlohy závislé na pravděpodobnostní míře býva komplkované. Z toho důvodu byla v literatuře věnována velká pozornost studiu stability těchto úloh uvažované vzhledem k prostoru pravděpodobnostních měr. Práce je zaměřena na studium stability založené na Wassesteinově a Kolmogorově merice s L_1 normou v příslušném Eukleidově prostoru. Dosažené výsledky o stabilitě jsou aplikovány na empirické odhady. |
| action |
| ARLID |
cav_un_auth*0216428 |
| name |
Prague Stochastics 2006 |
| place |
Prague |
| dates |
21.08.2006-25.08.2006 |
| country |
CZ |
|
| reportyear |
2007 |
| RIV |
BB |
| permalink |
http://hdl.handle.net/11104/0134492 |
| arlyear |
2006 |
| mrcbU56 |
textový soubor 180 kB |
| mrcbU63 |
cav_un_epca*0076740 Prague Stochastics 2006 80-86732-75-4 426 436 Sborník Prague Stochastics 2006 Praha MATFYZPRESS 2006 |
| mrcbU67 |
Hušková M. 340 |
| mrcbU67 |
Janžura M. 340 |
|