A note on quantitative stability and empirical estimates in stochastic programming.
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F67985556%3A_____%2F03%3A16030025" target="_blank" >RIV/67985556:_____/03:16030025 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Alternative languages
Result language
angličtina
Original language name
A note on quantitative stability and empirical estimates in stochastic programming.
Original language description
The paper deals with a stability of stochastic programming problems considered with respect to a probability measure space. In particular, the paper deals with the stability of the problems in which the operator of mathematical expectation appears in theobjective function, constraints set is 'deterministic' and the probability measure space is eqiupped with the Kolmogorov or the Wasserstein metric. The stability results are furthermore employed to statistical estimates.
Czech name
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Czech description
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Classification
Type
D - Article in proceedings
CEP classification
BB - Applied statistics, operational research
OECD FORD branch
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Result continuities
Project
Result was created during the realization of more than one project. More information in the Projects tab.
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)<br>Z - Vyzkumny zamer (s odkazem do CEZ)
Others
Publication year
2003
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Article name in the collection
Operations Research Proceedings 2002.
ISBN
3-540-00387-8
ISSN
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e-ISSN
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Number of pages
6
Pages from-to
413-418
Publisher name
Springer
Place of publication
Berlin
Event location
Klagenfurt [AT]
Event date
Sep 2, 2002
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
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