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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

  • DOI - Digital Object Identifier

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

  • Czech description

Classification

  • Type

    D - Article in proceedings

  • CEP classification

    BB - Applied statistics, operational research

  • OECD FORD branch

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

  • e-ISSN

  • 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