Thin and heavy tails in stochastic programming
Optimization problems depending on a probability measure correspond to many applications. These problems can be static (single-stage), dynamic with finite (multi-stage) or infinite horizon, single- or multi-objective. It is necessary to have complete knowledge of the "underlying" probability measure if we are to solve the above-mentioned problems with precision. However this assumption is very rar…
Tvůrce
- Kaňková, Vlasta
- Houda, Michal
Předmět
- stochastic programming problems
- stability
- Wasserstein metric
- L1 norm
- Lipschitz property
- empirical estimates
- convergence rate
- linear and nonlinear dependence
- probability and risk constraints
- stochastic dominance
Typ položka
- model:article
Tvůrce
- Kaňková, Vlasta
- Houda, Michal
Předmět
- stochastic programming problems
- stability
- Wasserstein metric
- L1 norm
- Lipschitz property
- empirical estimates
- convergence rate
- linear and nonlinear dependence
- probability and risk constraints
- stochastic dominance
Typ položka
- model:article
Poskytovatelská instituce
Agregátor
Výrok o právech tohoto položka (není-li uvedeno jinak)
- http://creativecommons.org/licenses/by-nc-sa/4.0/
Práva
- policy:public
Místo–čas
- [433]-456
Zdroj
- Kybernetika | 2015 Volume:51 | Number:3
Identifikátor
- https://cdk.lib.cas.cz/client/handle/uuid:67e9dc42-0898-4c84-8469-886b1d1b07c6
- uuid:67e9dc42-0898-4c84-8469-886b1d1b07c6
- uuid:67e9dc42-0898-4c84-8469-886b1d1b07c6
Formát
- bez média
- svazek
Jazyk
- eng
- eng
Země původu
- Czech Republic
Název kolekce
Poprvé zveřejněno na Europeana
- 2021-05-21T06:43:45.539Z
Poslední aktualizace od poskytující instituce
- 2021-12-25T05:07:51.358Z