A note on the relationship between strongly convex functions and multiobjective stochastic programming problems
Result description
The paper considers multiobjective optimization problems in which objective functions are in the form of mathematical expectation of functions depending on a random element and a constraint set can depends on the underlying probability measure. A stability and empirical estimates of the (properly) efficient points set (w.r.t. probability measure space) are investigated. The former results on the above mentioned topics are modified and, moreover, the new results are proven under rather weaker assumptions.
Keywords
multiobjective stochastic programming(properly) efficient pointsstrongly convex functions
The result's identifiers
Result code in IS VaVaI
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 the relationship between strongly convex functions and multiobjective stochastic programming problems
Original language description
The paper considers multiobjective optimization problems in which objective functions are in the form of mathematical expectation of functions depending on a random element and a constraint set can depends on the underlying probability measure. A stability and empirical estimates of the (properly) efficient points set (w.r.t. probability measure space) are investigated. The former results on the above mentioned topics are modified and, moreover, the new results are proven under rather weaker assumptions.
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
Z - Vyzkumny zamer (s odkazem do CEZ)
Others
Publication year
2005
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 2004
ISBN
978-3-540-27679-1
ISSN
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e-ISSN
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Number of pages
8
Pages from-to
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Publisher name
Springer
Place of publication
Berlin
Event location
Tilburg
Event date
Sep 1, 2004
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
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Basic information
Result type
D - Article in proceedings
CEP
BB - Applied statistics, operational research
Year of implementation
2005