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Statements

Subject Item
n2:RIV%2F67985556%3A_____%2F12%3A00382158%21RIV13-AV0-67985556
rdf:type
n13:Vysledek skos:Concept
dcterms:description
We develop an optimization model dealing with construction expenses that are prescribed as a result of the EIA (Environmental Impact Assessment) process. The process is an obligatory part of every large construction project and evaluates possible influences of the project to the environment, including population health, natural and other socio-economic aspects; the result of the process is a set of recommendation and arrangements the construction must meet. Our optimization model incorporates uncertainties in model parameters; we represent them through their probabilistic distribution. Furthermore, to overcome a problem with quantifying subjective utility function of ecological impacts, we measure them by so-called indicators of ecological stability. The resulting problem is stochastic programming problem formulated as (C)VaR model used traditionally in finance area. In our contribution we deal with convexity properties of this problem – these are especially important from the theoretical as well as from the computational point of view. We develop an optimization model dealing with construction expenses that are prescribed as a result of the EIA (Environmental Impact Assessment) process. The process is an obligatory part of every large construction project and evaluates possible influences of the project to the environment, including population health, natural and other socio-economic aspects; the result of the process is a set of recommendation and arrangements the construction must meet. Our optimization model incorporates uncertainties in model parameters; we represent them through their probabilistic distribution. Furthermore, to overcome a problem with quantifying subjective utility function of ecological impacts, we measure them by so-called indicators of ecological stability. The resulting problem is stochastic programming problem formulated as (C)VaR model used traditionally in finance area. In our contribution we deal with convexity properties of this problem – these are especially important from the theoretical as well as from the computational point of view.
dcterms:title
Convexity in stochastic programming model with indicators of ecological stability Convexity in stochastic programming model with indicators of ecological stability
skos:prefLabel
Convexity in stochastic programming model with indicators of ecological stability Convexity in stochastic programming model with indicators of ecological stability
skos:notation
RIV/67985556:_____/12:00382158!RIV13-AV0-67985556
n13:predkladatel
n18:ico%3A67985556
n3:aktivita
n9:P n9:I
n3:aktivity
I, P(GAP402/10/0956)
n3:dodaniDat
n8:2013
n3:domaciTvurceVysledku
n12:4500725
n3:druhVysledku
n15:D
n3:duvernostUdaju
n21:S
n3:entitaPredkladatele
n16:predkladatel
n3:idSjednocenehoVysledku
128761
n3:idVysledku
RIV/67985556:_____/12:00382158
n3:jazykVysledku
n17:eng
n3:klicovaSlova
stochastic programming; convexity; value-at-risk models
n3:klicoveSlovo
n6:convexity n6:value-at-risk%20models n6:stochastic%20programming
n3:kontrolniKodProRIV
[FD75996EE5FB]
n3:mistoKonaniAkce
Karviná
n3:mistoVydani
Karviná
n3:nazevZdroje
Proceedings of 30th International Conference Mathematical Methods in Economics
n3:obor
n19:BB
n3:pocetDomacichTvurcuVysledku
1
n3:pocetTvurcuVysledku
1
n3:projekt
n20:GAP402%2F10%2F0956
n3:rokUplatneniVysledku
n8:2012
n3:tvurceVysledku
Houda, Michal
n3:typAkce
n7:CST
n3:zahajeniAkce
2012-09-11+02:00
s:numberOfPages
6
n4:hasPublisher
Slezská univerzita v Opavě. Obchodně podnikatelská fakulta v Karviné
n5:isbn
978-80-7248-779-0