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  • Studovat a řešit optimalizační úlohy závislé na pravděpodobnostní míře býva komplkované. Z toho důvodu byla v literatuře věnována velká pozornost studiu stability těchto úloh uvažované vzhledem k prostoru pravděpodobnostních měr. Práce je zaměřena na studium stability založené na Wassesteinově a Kolmogorově merice s L_1 normou v příslušném Eukleidově prostoru. Dosažené výsledky o stabilitě jsou aplikovány na empirické odhady. (cs)
  • Usually, it is very complicated to investigate and to solve optimization problems depending on a probability measure. To this end a stability of them, considers with respect to a prabability measure space, has been discused in the stochastic programming literature many times. The paper is focus on the investigation of the stability with respect to the Wasserstein and to the Komolgorov metrics with %22underlying%22 L_1 space. Moreover, we applay achieved stability results to empirical estimates.
  • Usually, it is very complicated to investigate and to solve optimization problems depending on a probability measure. To this end a stability of them, considers with respect to a prabability measure space, has been discused in the stochastic programming literature many times. The paper is focus on the investigation of the stability with respect to the Wasserstein and to the Komolgorov metrics with %22underlying%22 L_1 space. Moreover, we applay achieved stability results to empirical estimates. (en)
Title
  • Empirical processes in stochastic programming
  • Empirical processes in stochastic programming (en)
  • Empirické procesy ve stochastickém programování (cs)
skos:prefLabel
  • Empirical processes in stochastic programming
  • Empirical processes in stochastic programming (en)
  • Empirické procesy ve stochastickém programování (cs)
skos:notation
  • RIV/67985556:_____/06:00040865!RIV07-AV0-67985556
http://linked.open.../vavai/riv/strany
  • 426;436
http://linked.open...avai/riv/aktivita
http://linked.open...avai/riv/aktivity
  • P(GA402/04/1294), P(GA402/05/0115), P(GD402/03/H057), Z(AV0Z10750506)
http://linked.open...vai/riv/dodaniDat
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  • 474059
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  • RIV/67985556:_____/06:00040865
http://linked.open...riv/jazykVysledku
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  • stochastic programmnig; stability; empirical estimates; Wasserestein metric; Kolmogorov metric (en)
http://linked.open.../riv/klicoveSlovo
http://linked.open...ontrolniKodProRIV
  • [53CC1568763D]
http://linked.open...v/mistoKonaniAkce
  • Prague
http://linked.open...i/riv/mistoVydani
  • Praha
http://linked.open...i/riv/nazevZdroje
  • Prague Stochastics 2006
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http://linked.open...vavai/riv/projekt
http://linked.open...UplatneniVysledku
http://linked.open...iv/tvurceVysledku
  • Kaňková, Vlasta
  • Houda, Michal
http://linked.open...vavai/riv/typAkce
http://linked.open.../riv/zahajeniAkce
http://linked.open...n/vavai/riv/zamer
number of pages
http://purl.org/ne...btex#hasPublisher
  • MATFYZPRESS
https://schema.org/isbn
  • 80-86732-75-4
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