Stability And Estimates In Stochastic Multiobjective Programming Problems
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.
Year of publication: |
2002
|
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Authors: | Vyvialová, Svatava |
Published in: |
Bulletin of the Czech Econometric Society. - Česká ekonometrická společnost - CES. - Vol. 9.2002
|
Publisher: |
Česká ekonometrická společnost - CES |
Subject: | Stochastic multiobjective programming | strong convexity | stability | Wasserstein and Kolmogorov metrics | Hausdorff distance | efficient solution | properly efficient solution |
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