Number of the records: 1
A remark on stability in multiobjective stochastic programming problems
- 1.0410991 - UTIA-B 20020205 RIV SK eng C - Conference Paper (international conference)
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]
R&D Projects: GA ČR GA402/01/0539; GA ČR GA402/01/0034
Grant - others:NSF(DE) 436TSE113/40
Institutional research plan: CEZ:AV0Z1075907
Keywords : multiobjective stochastic programming * stability * Kolmogorov and Wasserstein metrics
Subject RIV: BB - Applied Statistics, Operational Research
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.
Permanent Link: http://hdl.handle.net/11104/0131078
Number of the records: 1