| bibtype |
C -
Conference Paper (international conference)
|
| ARLID |
0382158 |
| utime |
20240103201402.9 |
| mtime |
20121031235959.9 |
| WOS |
000316715900054 |
| title
(primary) (eng) |
Convexity in stochastic programming model with indicators of ecological stability |
| specification |
| page_count |
6 s. |
| media_type |
P |
|
| serial |
| ARLID |
cav_un_epca*0380980 |
| ISBN |
978-80-7248-779-0 |
| title
|
Proceedings of 30th International Conference Mathematical Methods in Economics |
| page_num |
314-319 |
| publisher |
| place |
Karviná |
| name |
Silesian University in Opava, School of Business Administration in Karviná |
| year |
2012 |
|
| editor |
| name1 |
Ramík |
| name2 |
Jaroslav |
|
| editor |
| name1 |
Stavárek |
| name2 |
Daniel |
|
|
| keyword |
stochastic programming |
| keyword |
convexity |
| keyword |
value-at-risk models |
| author
(primary) |
| ARLID |
cav_un_auth*0108104 |
| name1 |
Houda |
| name2 |
Michal |
| full_dept (cz) |
Ekonometrie |
| full_dept (eng) |
Department of Econometrics |
| department (cz) |
E |
| department (eng) |
E |
| institution |
UTIA-B |
| full_dept |
Department of Econometrics |
| fullinstit |
Ústav teorie informace a automatizace AV ČR, v. v. i. |
|
| source |
|
| cas_special |
| project |
| project_id |
GAP402/10/0956 |
| agency |
GA ČR |
| ARLID |
cav_un_auth*0263482 |
|
| abstract
(eng) |
We develop an optimization model dealing with construction expenses that are prescribed as a result of the EIA (Environmental Impact Assessment) process. The process is an obligatory part of every large construction project and evaluates possible influences of the project to the environment, including population health, natural and other socio-economic aspects; the result of the process is a set of recommendation and arrangements the construction must meet. Our optimization model incorporates uncertainties in model parameters; we represent them through their probabilistic distribution. Furthermore, to overcome a problem with quantifying subjective utility function of ecological impacts, we measure them by so-called indicators of ecological stability. The resulting problem is stochastic programming problem formulated as (C)VaR model used traditionally in finance area. In our contribution we deal with convexity properties of this problem – these are especially important from the theoretical as well as from the computational point of view. |
| action |
| ARLID |
cav_un_auth*0283511 |
| name |
30th International Conference Mathematical Methods in Economics 2012 |
| place |
Karviná |
| dates |
11.09.2012-13.09.2012 |
| country |
CZ |
|
| reportyear |
2013 |
| RIV |
BB |
| num_of_auth |
1 |
| presentation_type |
PR |
| inst_support |
RVO:67985556 |
| permalink |
http://hdl.handle.net/11104/0212459 |
| arlyear |
2012 |
| mrcbU34 |
000316715900054 WOS |
| mrcbU63 |
cav_un_epca*0380980 Proceedings of 30th International Conference Mathematical Methods in Economics 978-80-7248-779-0 314 319 Karviná Silesian University in Opava, School of Business Administration in Karviná 2012 |
| mrcbU67 |
Ramík Jaroslav 340 |
| mrcbU67 |
Stavárek Daniel 340 |
|