A remark on stability in multiobjective stochastic programming problems

0410991 - UTIA-B 20020205 RIV SK eng C - Konferenční příspěvek (zahraniční konf.)
Kaňková, Vlasta
A remark on stability in multiobjective stochastic programming problems.
Nitra: Slovak Agricultural University, 2002. ISBN 80-8069-114-2. In: Quantitative Methods in Economics. (Multiple Criteria Decision Making 11). - (Magáthová, V.), s. 124-130
[Quantitative Methods in Economics /11./. Nitra (SK), 05.12.2002-06.12.2002]
Grant CEP: GA ČR GA402/01/0539; GA ČR GA402/01/0034
Grant ostatní: NSF(DE) 436TSE113/40
Výzkumný záměr: CEZ:AV0Z1075907
Klíčová slova: multiobjective stochastic programming * stability * Kolmogorov and Wasserstein metrics
Kód oboru RIV: BB - Aplikovaná statistika, operační výzkum

The paper deals with multiobjective optimization problems in which the objective functions are in the form of mathematical expectation of functions depending on a random element and a constraints set depends on a probability measure. The aim of the paper is to present results on a stability (considered w.r.t. the probability measure space) of the above mentioned type of the problems. To prove these assertions the results on the stability of the stochastic one-objective programming are employed.
Trvalý link: http://hdl.handle.net/11104/0131078