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Bibliografie
Conference Paper (international conference)
A remark on stability in multiobjective stochastic programming problems
: Quantitative Methods in Economics. (Multiple Criteria Decision Making 11), p. 124-130 , Eds: Magáthová V.
: Slovak Agricultural University, (Nitra 2002)
: Quantitative Methods in Economics /11./, (Nitra, SK, 05.12.2002-06.12.2002)
: CEZ:AV0Z1075907
: GA402/01/0539, GA ČR, GA402/01/0034, GA ČR, 436TSE113/40, NSF
: multiobjective stochastic programming, stability, Kolmogorov and Wasserstein metrics
(eng): 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.
: 12B
: BB