| bibtype |
C -
Conference Paper (international conference)
|
| ARLID |
0433604 |
| utime |
20240103204848.2 |
| mtime |
20141106235959.9 |
| WOS |
000356417900067 |
| title
(primary) (eng) |
Multiobjective Stochastic Optimization Problems with Probability Constraints |
| specification |
| page_count |
6 s. |
| media_type |
P |
|
| serial |
| ARLID |
cav_un_epca*0432653 |
| ISBN |
978-80-244-4209-9 |
| title
|
32nd International Conference Mathematical Methods in Economics MME 2014 |
| publisher |
| place |
Olomouc |
| name |
Palacký University, Olomouc |
| year |
2014 |
|
|
| keyword |
Stochastic multiobjective optimization problems |
| keyword |
(properly) efficient solution |
| keyword |
Wasserstein metric |
| keyword |
stability |
| keyword |
empirical estimates |
| author
(primary) |
| ARLID |
cav_un_auth*0101122 |
| share |
100% |
| name1 |
Kaňková |
| name2 |
Vlasta |
| institution |
UTIA-B |
| full_dept (cz) |
Ekonometrie |
| full_dept (eng) |
Department of Econometrics |
| department (cz) |
E |
| department (eng) |
E |
| full_dept |
Department of Econometrics |
| garant |
K |
| fullinstit |
Ústav teorie informace a automatizace AV ČR, v. v. i. |
|
| source |
|
| cas_special |
| project |
| ARLID |
cav_un_auth*0292652 |
| project_id |
GA13-14445S |
| agency |
GA ČR |
|
| abstract
(eng) |
Rather general multiobjective optimization problems depending on a probability measure correspond often to situations in which an economic or financial process is simultaneously influenced by a random factor and a “decision” parameter; moreover simultaneously it is reasonable to evaluate the process by a few objective functions and it seems reasonable to determine the decision with to the mathematical expectation of objectives. A complete knowledge of the probability measure is a necessary assumption to analyze the problem. However, in applications mostly the problem has to be solved on the data base. A relationship between “characteristics” obtained on the base of complete knowledge of the probability measure and them obtained on the above mentioned data base has been already investigated in the case when constraints are not depending on the probability measure. The aim of the talk will be to relax this condition. |
| action |
| ARLID |
cav_un_auth*0306071 |
| name |
MME 2014. International Conference Mathematical Methods in Economics /32./ |
| dates |
10.09.2014-12.09.2014 |
| place |
Olomouc |
| country |
CZ |
|
| RIV |
BB |
| FORD0 |
10000 |
| FORD1 |
10100 |
| FORD2 |
10103 |
| reportyear |
2015 |
| num_of_auth |
1 |
| presentation_type |
PR |
| mrcbC55 |
AH |
| inst_support |
RVO:67985556 |
| permalink |
http://hdl.handle.net/11104/0238370 |
| mrcbC61 |
1 |
| confidential |
S |
| mrcbC83 |
RIV/67985556:_____/14:00433604!RIV15-GA0-67985556 152501543 Oprava názvu a doplnění UT WOS |
| mrcbC83 |
RIV/67985556:_____/14:00433604!RIV15-AV0-67985556 152460853 Oprava názvu a doplnění UT WOS |
| arlyear |
2014 |
| mrcbU34 |
000356417900067 WOS |
| mrcbU63 |
cav_un_epca*0432653 32nd International Conference Mathematical Methods in Economics MME 2014 978-80-244-4209-9 32nd International Conference Mathematical Methods in Economics MME 2014 Olomouc Palacký University, Olomouc 2014 |
|