Nonlinear Functionals in Stochastic Programming; A Note on Stability and Empirical Estimatest

0348202 - ÚTIA 2011 RIV SK eng C - Conference Paper (international conference)
Kaňková, Vlasta
Nonlinear Functionals in Stochastic Programming; A Note on Stability and Empirical Estimatest.
Quantitative Methods in Economics (Multiple Criteria Decision Making XV). Bratislava, SR: University of Economics, Bratislava, 2010 - (Reiff, M.), s. 96-106. Iura Edition, člen skupiny Walters Kluwer. ISBN 978-80-8078-364-8.
[Quantitative Methods in Economics (Multiple Criteria Decision Making). Smolenice (SK), 06.10.2010-08.10.2010]
R&D Projects: GA ČR GAP402/10/0956; GA ČR GAP402/10/1610; GA ČR(CZ) GA402/08/0107
Institutional research plan: CEZ:AV0Z10750506
Keywords : Optimization problems with a random element * One stage stochastic programming problems * Multistage stochastic programming problems * Linear and nonlinear functionals * Risk measures
Subject RIV: BB - Applied Statistics, Operational Research
http://library.utia.cas.cz/separaty/2010/E/kankova-nonlinear functionals in stochastic programming a note on stability and empirical estimates.pdf
Permanent Link: http://hdl.handle.net/11104/0188791