Počet záznamů: 1
Convexity in stochastic programming model with indicators of ecological stability
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SYSNO ASEP 0382158 Druh ASEP C - Konferenční příspěvek (mezinárodní konf.) Zařazení RIV D - Článek ve sborníku Název Convexity in stochastic programming model with indicators of ecological stability Tvůrce(i) Houda, Michal (UTIA-B) ORCID Celkový počet autorů 1 Zdroj.dok. Proceedings of 30th International Conference Mathematical Methods in Economics. - Karviná : Silesian University in Opava, School of Business Administration in Karviná, 2012 / Ramík Jaroslav ; Stavárek Daniel - ISBN 978-80-7248-779-0 Rozsah stran s. 314-319 Poč.str. 6 s. Forma vydání Tištěná - P Akce 30th International Conference Mathematical Methods in Economics 2012 Datum konání 11.09.2012-13.09.2012 Místo konání Karviná Země CZ - Česká republika Typ akce CST Jazyk dok. eng - angličtina Země vyd. CZ - Česká republika Klíč. slova stochastic programming ; convexity ; value-at-risk models Vědní obor RIV BB - Aplikovaná statistika, operační výzkum CEP GAP402/10/0956 GA ČR - Grantová agentura ČR Institucionální podpora UTIA-B - RVO:67985556 UT WOS 000316715900054 Anotace We develop an optimization model dealing with construction expenses that are prescribed as a result of the EIA (Environmental Impact Assessment) process. The process is an obligatory part of every large construction project and evaluates possible influences of the project to the environment, including population health, natural and other socio-economic aspects; the result of the process is a set of recommendation and arrangements the construction must meet. Our optimization model incorporates uncertainties in model parameters; we represent them through their probabilistic distribution. Furthermore, to overcome a problem with quantifying subjective utility function of ecological impacts, we measure them by so-called indicators of ecological stability. The resulting problem is stochastic programming problem formulated as (C)VaR model used traditionally in finance area. In our contribution we deal with convexity properties of this problem – these are especially important from the theoretical as well as from the computational point of view. Pracoviště Ústav teorie informace a automatizace Kontakt Markéta Votavová, votavova@utia.cas.cz, Tel.: 266 052 201. Rok sběru 2013
Počet záznamů: 1