| bibtype |
C -
Conference Paper (international conference)
|
| ARLID |
0106274 |
| utime |
20240103173131.0 |
| mtime |
20050324235959.9 |
| title
(primary) (eng) |
Wasserstein metrics and empirical distributions in stability of stochastic programs |
| specification |
|
| serial |
| ARLID |
cav_un_epca*0033114 |
| title
|
Proceedings of the International Conference Quantitative Methods in Economics. (Multiple Criteria Decision Making XII) |
| page_num |
71-77 |
| ISBN |
80-8078-012-9 |
| publisher |
| place |
Bratislava |
| name |
University of Economics |
| year |
2004 |
|
|
| title
(cze) |
Wassersteinova metrika a empirická rozdělení ve stabilitě úloh stochastického programování |
| keyword |
stochastic programming |
| keyword |
probability distribution |
| keyword |
Wasserstein metrics |
| author
(primary) |
| 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. |
|
| COSATI |
12B |
| cas_special |
| project |
| project_id |
GA402/01/0539 |
| agency |
GA ČR |
| ARLID |
cav_un_auth*0008959 |
|
| research |
CEZ:AV0Z1075907 |
| abstract
(eng) |
Practical economic problems often lead to optimization problems depending on a probability measure. The aim of the contribution is to deal with stability w.r.t. the probability measure space. The Wasserstein metrics has be employed to it. The achieve results were employed to empirical estimates. Numerical examples for a choice of distributions and their empirical estimates are given. |
| abstract
(cze) |
Praktické ekonomické úlohy často vedou na optimalizační úlohy závisející na pravděpodobnostní míře. Záměr příspěvku je zkoumat stabilitu těchto úloh vzhledem k prostoru pravděpodobnostních měr. K tomuto účelu byla použita Wassersteinova metrika mezi pravděpodobnostními mírami. Teoretické výsledky byly aplikovány na empirická rozdělení a ilustrovány na numerických příkladech pro vybraná rozdělení a jejich empirické odhady |
| action |
| ARLID |
cav_un_auth*0129863 |
| name |
Quantitative Methods in Economics. Multiple Criteria Decision Making /12./ |
| place |
Virt |
| dates |
02.06.2004-04.06.2004 |
| country |
SK |
|
| reportyear |
2005 |
| RIV |
BB |
| permalink |
http://hdl.handle.net/11104/0013456 |
| ID_orig |
UTIA-B 20040086 |
| arlyear |
2004 |
| mrcbU63 |
cav_un_epca*0033114 Proceedings of the International Conference Quantitative Methods in Economics. (Multiple Criteria Decision Making XII) 80-8078-012-9 71 77 Bratislava University of Economics 2004 |
| mrcbU67 |
Lukáčik M. 340 |
|