About: Nonlinear Functionals in Stochastic Prpgramming; A Note on Stability and Empirical Estimatest

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rdf:type	skos:Concept http://linked.opendata.cz/ontology/domain/vavai/Vysledek
Description	Economic processes are very often influenced simultaneously by a decision parameter (that can be chosen according to conditions) and a random factor. Since mostly it is necessary to determine the decision parameter without knowledge of a random element realization, a deterministic optimization problem has to be defined. This deterministic problem can usually depend on an ``underlying%22 probability measure corresponding to the random element. The investigation of such types problems often belong to the stochastic programming field. The great attention has been focus on the problems in which objective functions depend ``linearly%22 on the probability measure. This note is focus on the cases when the above mentioned assumption is not fulfilled; see e.g. Markowitz functionals or some risk measures. We try to cover static (one stage problems) as well as dynamic approaches (multistage stochastic programming case Economic processes are very often influenced simultaneously by a decision parameter (that can be chosen according to conditions) and a random factor. Since mostly it is necessary to determine the decision parameter without knowledge of a random element realization, a deterministic optimization problem has to be defined. This deterministic problem can usually depend on an ``underlying%22 probability measure corresponding to the random element. The investigation of such types problems often belong to the stochastic programming field. The great attention has been focus on the problems in which objective functions depend ``linearly%22 on the probability measure. This note is focus on the cases when the above mentioned assumption is not fulfilled; see e.g. Markowitz functionals or some risk measures. We try to cover static (one stage problems) as well as dynamic approaches (multistage stochastic programming case (en)
Title	Nonlinear Functionals in Stochastic Prpgramming; A Note on Stability and Empirical Estimatest Nonlinear Functionals in Stochastic Prpgramming; A Note on Stability and Empirical Estimatest (en)
skos:prefLabel	Nonlinear Functionals in Stochastic Prpgramming; A Note on Stability and Empirical Estimatest Nonlinear Functionals in Stochastic Prpgramming; A Note on Stability and Empirical Estimatest (en)
skos:notation	RIV/67985556:_____/10:00348202!RIV11-GA0-67985556
http://linked.open...avai/riv/aktivita	P Z
http://linked.open...avai/riv/aktivity	P(GA402/08/0107), P(GAP402/10/0956), P(GAP402/10/1610), Z(AV0Z10750506)
http://linked.open...vai/riv/dodaniDat	2011
http://linked.open...aciTvurceVysledku	Kaňková, Vlasta
http://linked.open.../riv/druhVysledku	D - Článek ve sborníku
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	275040
http://linked.open...ai/riv/idVysledku	RIV/67985556:_____/10:00348202
http://linked.open...riv/jazykVysledku	eng - angličtina
http://linked.open.../riv/klicovaSlova	Optimization problems with a random element; One stage stochastic programming problems; Multistage stochastic programming problems; Linear and nonlinear functionals; Risk measures (en)
http://linked.open.../riv/klicoveSlovo	Linear and nonlinear functionals Multistage stochastic programming problems One stage stochastic programming problems Optimization problems with a random element Risk measures
http://linked.open...ontrolniKodProRIV	[2F764DFFDA85]
http://linked.open...v/mistoKonaniAkce	Smolenice
http://linked.open...i/riv/mistoVydani	Bratislava, SR
http://linked.open...i/riv/nazevZdroje	Quantitative Methods in Economics (Multiple Criteria Decision Making XV)
http://linked.open...in/vavai/riv/obor	BB
http://linked.open...ichTvurcuVysledku	1 (xsd:int)
http://linked.open...cetTvurcuVysledku	1 (xsd:int)
http://linked.open...vavai/riv/projekt	Economic Decision Models: Dynamics and Risk Rational Decision Making at Markets with Asynchronous Trading: Theory and Emprical Evidence Stochastic Economic Models under Uncertainty: Development over Time and Optimization
http://linked.open...UplatneniVysledku	2010
http://linked.open...iv/tvurceVysledku	Kaňková, Vlasta
http://linked.open...vavai/riv/typAkce	EUR - Evropská
http://linked.open.../riv/zahajeniAkce	2010-10-06 (xsd:date)
http://linked.open...n/vavai/riv/zamer	Pokročilé matematické metody získávání, zpracování a využití informací a znalostí ve složitých a nedeterministických systémech
number of pages	11 (xsd:int)
http://purl.org/ne...btex#hasPublisher	University of Economics, Bratislava
https://schema.org/isbn	978-80-8078-364-8
is http://linked.open...avai/riv/vysledek of	Nonlinear Functionals in Stochastic Prpgramming; A Note on Stability and Empirical Estimatest Nonlinear Functionals in Stochastic Prpgramming; A Note on Stability and Empirical Estimatest Nonlinear Functionals in Stochastic Prpgramming; A Note on Stability and Empirical Estimatest

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