About: Stability of stochastic optimization problem

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rdf:type	skos:Concept http://linked.opendata.cz/ontology/domain/vavai/Vysledek
Description	This paper deals with stability of stochastic optimization problems in a general setting. Objective function is defined on a metric space and depends on a probability measure which is unknown, but, estimated from empirical observations. We derive stability results without precise knowledge of problem structure and without measurability assumption. The setup is illustrated on consistency of a $/varepsilon$-$M$-estimator in linear regression model. This paper deals with stability of stochastic optimization problems in a general setting. Objective function is defined on a metric space and depends on a probability measure which is unknown, but, estimated from empirical observations. We derive stability results without precise knowledge of problem structure and without measurability assumption. The setup is illustrated on consistency of a $/varepsilon$-$M$-estimator in linear regression model. (en) Článek diskutuje stabilitu úloh stochastického programování v obecné situaci. Účelová funkce je definována na metrickém prostoru a závisí na pravděpodobnostní míře, která je neznámá. Máme však k dispozici její empirický odhad. Výsledky o stabilitě jsou odvozeny bez přesné znalosti struktury problému a bez předpokladu měřitelnosti. Postup je ilustrován na příkladě $/varepsilon$-$M$-odhadu v lineárním regresním modelu. (cs)
Title	Stability of stochastic optimization problem - nonmeasurable case Stability of stochastic optimization problem - nonmeasurable case (en) Stabilita úloh stochastické optimalizace - neměřitelný případ (cs)
skos:prefLabel	Stability of stochastic optimization problem - nonmeasurable case Stability of stochastic optimization problem - nonmeasurable case (en) Stabilita úloh stochastické optimalizace - neměřitelný případ (cs)
skos:notation	RIV/67985556:_____/08:00307732!RIV08-AV0-67985556
http://linked.open.../vavai/riv/strany	259;276
http://linked.open...avai/riv/aktivita	P V Z
http://linked.open...avai/riv/aktivity	P(GA201/05/2340), P(GA201/08/0486), P(GA201/08/0539), V, Z(AV0Z10750506), Z(MSM0021620839)
http://linked.open...iv/cisloPeriodika	2
http://linked.open...vai/riv/dodaniDat	2008
http://linked.open...aciTvurceVysledku	Lachout, Petr
http://linked.open.../riv/druhVysledku	J - Článek v odborném periodiku
http://linked.open...iv/duvernostUdaju	S - Úplné a pravdivé údaje nepodléhající ochraně podle zvláštních právních předpisů
http://linked.open...titaPredkladatele	Ústav teorie informace a automatizace AV ČR, v. v. i.
http://linked.open...dnocenehoVysledku	396877
http://linked.open...ai/riv/idVysledku	RIV/67985556:_____/08:00307732
http://linked.open...riv/jazykVysledku	eng - angličtina
http://linked.open.../riv/klicovaSlova	Stochastic optimization problem; Sensitivity and stability; Measurability; Weak convergence of probability measures (en)
http://linked.open.../riv/klicoveSlovo	Stochastic optimization problem Sensitivity and stability Weak convergence of probability measures Measurability
http://linked.open...odStatuVydavatele	CZ - Česká republika
http://linked.open...ontrolniKodProRIV	[0F185FF55A52]
http://linked.open...i/riv/nazevZdroje	Kybernetika
http://linked.open...in/vavai/riv/obor	BA
http://linked.open...ichTvurcuVysledku	1 (xsd:int)
http://linked.open...cetTvurcuVysledku	1 (xsd:int)
http://linked.open...vavai/riv/projekt	Statistical analysis of functional random variable and its applications Conditional independence structures: graphical and algebraic approaches Nontraditional statistical procedures in econometrics
http://linked.open...UplatneniVysledku	2008
http://linked.open...v/svazekPeriodika	44
http://linked.open...iv/tvurceVysledku	Lachout, Petr
http://linked.open...n/vavai/riv/zamer	Pokročilé matematické metody získávání, zpracování a využití informací a znalostí ve složitých a nedeterministických systémech Metody moderní matematiky a jejich aplikace
issn	0023-5954
number of pages	18 (xsd:int)
is http://linked.open...avai/riv/vysledek of	Stability of stochastic optimization problem - nonmeasurable case Stability of stochastic optimization problem - nonmeasurable case Stability of stochastic optimization problem - nonmeasurable case Stability of stochastic optimization problem - nonmeasurable case

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