Stability And Estimates In Stochastic Multiobjective Programming Problems
AbstractThe 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.
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Bibliographic InfoArticle provided by The Czech Econometric Society in its journal Bulletin of the Czech Econometric Society.
Volume (Year): 9 (2002)
Issue (Month): 17 ()
Stochastic multiobjective programming; strong convexity; stability; Wasserstein and Kolmogorov metrics; Hausdorff distance; efficient solution; properly efficient solution;
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