| bibtype |
C -
Conference Paper (international conference)
|
| ARLID |
0490685 |
| utime |
20240103220152.5 |
| mtime |
20180626235959.9 |
| WOS |
000455265500021 |
| title
(primary) (eng) |
Second Order Stochastic Dominance Constraints in Multi-objective Stochastic Programming Problems |
| specification |
| page_count |
7 s. |
| media_type |
P |
|
| serial |
| ARLID |
cav_un_epca*0490662 |
| ISBN |
978-80-89962-07-5 |
| title
|
Quantitative Methods in Economics: Multiple Criteria Decision Making XIX |
| page_num |
165-171 |
| publisher |
| place |
Bratislava |
| name |
University of Economics, Bratislava |
| year |
2018 |
|
| editor |
|
| editor |
|
|
| keyword |
stochastic multi-objective optimization problems |
| keyword |
efficient solution |
| keyword |
Wasserstein metric and L1 norm |
| keyword |
Lipschitz property |
| keyword |
second order stochastic dominance constraints |
| keyword |
relaxation |
| author
(primary) |
| ARLID |
cav_un_auth*0101122 |
| full_dept (cz) |
Ekonometrie |
| full_dept (eng) |
Department of Econometrics |
| department (cz) |
E |
| department (eng) |
E |
| full_dept |
Department of Econometrics |
| share |
100 |
| name1 |
Kaňková |
| name2 |
Vlasta |
| institution |
UTIA-B |
| garant |
K |
| fullinstit |
Ústav teorie informace a automatizace AV ČR, v. v. i. |
|
| source |
|
| cas_special |
| project |
| ARLID |
cav_un_auth*0363963 |
| project_id |
GA18-02739S |
| agency |
GA ČR |
|
| abstract
(eng) |
Many economic and financial applications lead to determi-nistic optimization problems depending on a probability measure. These problems can be either static (one stage) or dynamic with finite (multistage) or infinite horizon, single-objective or multi-objective. Constraints sets can be either "deterministic", given by probability constraints, or stochastic dominance constraints. We focus on multi-objective problems and second order stochastic dominance constraints. To this end we employ the former results obtained for stochastic (mostly strongly) convex multi-objective problems and results obtained for one-objective problems with second-order stochastic dominance constraints. The relaxation approach will be included in the case of second order stochastic dominance constraints. |
| action |
| ARLID |
cav_un_auth*0361941 |
| name |
Quantitative Methods in Economics: Multiple Criteria Decision Making XIX |
| dates |
20180523 |
| mrcbC20-s |
20180525 |
| place |
Trenčianské Teplice |
| country |
SK |
|
| RIV |
BB |
| FORD0 |
50000 |
| FORD1 |
50200 |
| FORD2 |
50202 |
| reportyear |
2019 |
| num_of_auth |
1 |
| presentation_type |
PR |
| inst_support |
RVO:67985556 |
| permalink |
http://hdl.handle.net/11104/0286787 |
| confidential |
S |
| mrcbC86 |
n.a. Proceedings Paper Economics |
| arlyear |
2018 |
| mrcbU14 |
SCOPUS |
| mrcbU24 |
PUBMED |
| mrcbU34 |
000455265500021 WOS |
| mrcbU63 |
cav_un_epca*0490662 Quantitative Methods in Economics: Multiple Criteria Decision Making XIX University of Economics, Bratislava 2018 Bratislava 165 171 978-80-89962-07-5 |
| mrcbU67 |
340 Reiff Martin |
| mrcbU67 |
340 Gežík Pavel |
|