Vytisknout
0583619 - ÚTIA 2024 RIV CZ eng C - Konferenční příspěvek (zahraniční konf.)
Kaňková, Vlasta
Ambiguity in Stochastic Optimization Problems with Nonlinear Dependence on a Probability Measure via Wasserstein Metric.
Proceedings of the 41st International Conference on Mathematical Methods in Econometrics. Praha: The Czech Society of Operations Research, 2023 - (Sekničková, J.; Holý, V.), s. 192-197. ISBN 978-80-11-04132-8. ISSN 2788-3965.
[MME 2023: Mathematical Methods in Economics /41./. Prague (CZ), 13.09.2023-15.09.2023]
Grant CEP: GA ČR GA18-02739S
Institucionální podpora: RVO:67985556
Klíčová slova: Stochastic optimization problems * static problems * empirical measure * point estimates * interval estimates * nonlinear dependence
Obor OECD: Economic Theory
http://library.utia.cas.cz/separaty/2023/E/kankova-0583619.pdf
Trvalý link: https://hdl.handle.net/11104/0351623
Kaňková, Vlasta
Ambiguity in Stochastic Optimization Problems with Nonlinear Dependence on a Probability Measure via Wasserstein Metric.
Proceedings of the 41st International Conference on Mathematical Methods in Econometrics. Praha: The Czech Society of Operations Research, 2023 - (Sekničková, J.; Holý, V.), s. 192-197. ISBN 978-80-11-04132-8. ISSN 2788-3965.
[MME 2023: Mathematical Methods in Economics /41./. Prague (CZ), 13.09.2023-15.09.2023]
Grant CEP: GA ČR GA18-02739S
Institucionální podpora: RVO:67985556
Klíčová slova: Stochastic optimization problems * static problems * empirical measure * point estimates * interval estimates * nonlinear dependence
Obor OECD: Economic Theory
http://library.utia.cas.cz/separaty/2023/E/kankova-0583619.pdf
Trvalý link: https://hdl.handle.net/11104/0351623