Advanced Search
MyIDEAS: Login

Stability And Estimates In Stochastic Multiobjective Programming Problems

Contents:

Author Info

  • Svatava Vyvialov√°
Registered author(s):

    Abstract

    The paper deals with a stability of multiobjective stochastic programming problems in which objective functions are in the form of mathematical expectation of functions depending on a random element and a constraints set is deterministic. The stability is investigated with respect to a probability measures space equipped with a suitable metric. The stability results are, furthermore, applied to obtain new statistical estimates results. A special attention is paid to the problems that can be reduced (from the mathematical point of view) to the problems with one-dimensional random element.

    Download Info

    If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
    File URL: http://ces.utia.cas.cz/bulletin/index.php/bulletin/article/view/115
    Download Restriction: no

    Bibliographic Info

    Article provided by The Czech Econometric Society in its journal Bulletin of the Czech Econometric Society.

    Volume (Year): 9 (2002)
    Issue (Month): 17 ()
    Pages:

    as in new window
    Handle: RePEc:czx:journl:v:9:y:2002:i:17:id:115

    Contact details of provider:
    Email:
    Web page: http://ces.utia.cas.cz
    More information through EDIRC

    Related research

    Keywords: Stochastic multiobjective programming; strong convexity; stability; Wasserstein and Kolmogorov metrics; Hausdorff distance; efficient solution; properly efficient solution;

    Find related papers by JEL classification:

    References

    No references listed on IDEAS
    You can help add them by filling out this form.

    Citations

    Lists

    This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.

    Statistics

    Access and download statistics

    Corrections

    When requesting a correction, please mention this item's handle: RePEc:czx:journl:v:9:y:2002:i:17:id:115. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Jozef Barunik).

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If references are entirely missing, you can add them using this form.

    If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.