Počet záznamů: 1
A note on quantitative stability and empirical estimates in stochastic programming
- 1.0411038 - UTIA-B 20030025 RIV DE eng C - Konferenční příspěvek (zahraniční konf.)
Kaňková, Vlasta - Houda, M.
A note on quantitative stability and empirical estimates in stochastic programming.
Berlin: Springer, 2003. ISBN 3-540-00387-8. In: Operations Research Proceedings 2002. - (Leopold-Wildburger, U.; Rendl, F.; Wascher, G.), s. 413-418
[Operations Research 2002. Klagenfurt (AT), 02.09.2002-05.09.2002]
Grant CEP: GA ČR GA402/01/0539; GA ČR GA402/02/1015
Grant ostatní: Deutsche Foshugsgemeinschaft(DE) 436TSE113/40
Výzkumný záměr: CEZ:AV0Z1075907
Klíčová slova: stochastic programming * stability and empirical estimates * Kolmogorov and Wasserstein metric
Kód oboru RIV: BB - Aplikovaná statistika, operační výzkum
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.
Trvalý link: http://hdl.handle.net/11104/0131125
Počet záznamů: 1