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0583619 - ÚTIA 2024 RIV CZ eng C - Conference Paper (international conference)
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]
R&D Projects: GA ČR GA18-02739S
Institutional support: RVO:67985556
Keywords : Stochastic optimization problems * static problems * empirical measure * point estimates * interval estimates * nonlinear dependence
OECD category: Economic Theory
http://library.utia.cas.cz/separaty/2023/E/kankova-0583619.pdf
Permanent Link: https://hdl.handle.net/11104/0351623