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Description
  • Úloha stochastického programování může být uvažována jako funkce pravděpodobnostní míry definované buď na konečném nebo na nekonečném prostoru. Proto je přirozené se ptát na citlivost optimalizační úlohy na změnu pravděpodobnostní míry. Speciálně, je v článku uvažován odhad teoretické pravděpodobnostní míry sestavený na základě pozorovaných dat. Hlavní problémy jsou spojeny s náhodným charakterem těchto aproximací. Setkáváme se s otázkou měřitelnosti sledovaných objektů a s existencí vhodné měřitelné selekce. V tomto článku používáme bodovou konvergenci, která nám umožňuje překonat problémy s měřitelností. (cs)
  • Stochastic optimization programs can be considered as functions of probability measures defined either on a finite or an infinite space. Thus, it is natural to ask on sensitivity of such an optimization program to a perturbation of that probability measure. Particularly, we address estimation based on observed data. The main obstacle arises from random features of the considered program approximation. We are meeting the question on measurability of studied objects and on existence of a convenient measurable selection. In this paper we present a pointwise approach which allows us overcome a lack of measurability.
  • Stochastic optimization programs can be considered as functions of probability measures defined either on a finite or an infinite space. Thus, it is natural to ask on sensitivity of such an optimization program to a perturbation of that probability measure. Particularly, we address estimation based on observed data. The main obstacle arises from random features of the considered program approximation. We are meeting the question on measurability of studied objects and on existence of a convenient measurable selection. In this paper we present a pointwise approach which allows us overcome a lack of measurability. (en)
Title
  • Stochastic optimization sensitivity without measurability
  • Stochastic optimization sensitivity without measurability (en)
  • Citlivost úlohy stochastické optimalizace bez měřitelnosti (cs)
skos:prefLabel
  • Stochastic optimization sensitivity without measurability
  • Stochastic optimization sensitivity without measurability (en)
  • Citlivost úlohy stochastické optimalizace bez měřitelnosti (cs)
skos:notation
  • RIV/00216208:11320/07:00005023!RIV08-MSM-11320___
http://linked.open.../vavai/riv/strany
  • 131;136
http://linked.open...avai/riv/aktivita
http://linked.open...avai/riv/aktivity
  • P(GA201/05/2340), Z(MSM0021620839)
http://linked.open...vai/riv/dodaniDat
http://linked.open...aciTvurceVysledku
http://linked.open.../riv/druhVysledku
http://linked.open...iv/duvernostUdaju
http://linked.open...titaPredkladatele
http://linked.open...dnocenehoVysledku
  • 452563
http://linked.open...ai/riv/idVysledku
  • RIV/00216208:11320/07:00005023
http://linked.open...riv/jazykVysledku
http://linked.open.../riv/klicovaSlova
  • Stochastic; optimization; sensitivity; without; measurability (en)
http://linked.open.../riv/klicoveSlovo
http://linked.open...ontrolniKodProRIV
  • [397CF48DF7E7]
http://linked.open...v/mistoKonaniAkce
  • Herµany
http://linked.open...i/riv/mistoVydani
  • Herµany
http://linked.open...i/riv/nazevZdroje
  • Proceedings of the 15th International Scientific Conferencen Mathematical Methods in Economics and Industry, Herµany, Slovaki
http://linked.open...in/vavai/riv/obor
http://linked.open...ichTvurcuVysledku
http://linked.open...cetTvurcuVysledku
http://linked.open...vavai/riv/projekt
http://linked.open...UplatneniVysledku
http://linked.open...iv/tvurceVysledku
  • Lachout, Petr
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
  • Univerzita Pavla Jozefa Šafárika v Košicích
https://schema.org/isbn
  • 978-80-89089-57-4
http://localhost/t...ganizacniJednotka
  • 11320
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