| bibtype |
C -
Conference Paper (international conference)
|
| ARLID |
0411038 |
| utime |
20240103182257.3 |
| mtime |
20060210235959.9 |
| ISBN |
3-540-00387-8 |
| title
(primary) (eng) |
A note on quantitative stability and empirical estimates in stochastic programming |
| publisher |
| place |
Berlin |
| name |
Springer |
| pub_time |
2003 |
|
| specification |
|
| serial |
| title
|
Operations Research Proceedings 2002 |
| page_num |
413-418 |
| editor |
| name1 |
Leopold-Wildburger |
| name2 |
U. |
|
| editor |
|
| editor |
|
|
| keyword |
stochastic programming |
| keyword |
stability and empirical estimates |
| keyword |
Kolmogorov and Wasserstein 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*0212932 |
| name1 |
Houda |
| name2 |
M. |
| country |
CZ |
|
| COSATI |
12B |
| cas_special |
| project |
| project_id |
GA402/01/0539 |
| agency |
GA ČR |
| ARLID |
cav_un_auth*0008959 |
|
| project |
| project_id |
GA402/02/1015 |
| agency |
GA ČR |
| ARLID |
cav_un_auth*0000527 |
|
| project |
| project_id |
436TSE113/40 |
| agency |
Deutsche Foshugsgemeinschaft |
| country |
DE |
|
| research |
CEZ:AV0Z1075907 |
| abstract
(eng) |
The paper deals with a stability of stochastic programming problems considered with respect to a probability measure space. In particular, the paper deals with the stability of the problems in which the operator of mathematical expectation appears in the objective function, constraints set is "deterministic" and the probability measure space is eqiupped with the Kolmogorov or the Wasserstein metric. The stability results are furthermore employed to statistical estimates. |
| action |
| ARLID |
cav_un_auth*0212936 |
| name |
Operations Research 2002 |
| place |
Klagenfurt |
| country |
AT |
| dates |
02.09.2002-05.09.2002 |
|
| RIV |
BB |
| department |
E |
| permalink |
http://hdl.handle.net/11104/0131125 |
| ID_orig |
UTIA-B 20030025 |
| arlyear |
2003 |
| mrcbU10 |
2003 |
| mrcbU10 |
Berlin Springer |
| mrcbU12 |
3-540-00387-8 |
| mrcbU63 |
Operations Research Proceedings 2002 413 418 |
| mrcbU67 |
Leopold-Wildburger U. 340 |
| mrcbU67 |
Rendl F. 340 |
| mrcbU67 |
Wascher G. 340 |
|