Název: Using indicators of ecological stability in stochastic programming
Autoři: Houda, Michal
Typ dokumentu: Příspěvky z konference
Konference/Akce: Mathematical Methods in Economics 2011, Jánska Dolina (SK), 2011-09-06 / 2011-09-09
Rok: 2011
Jazyk: eng
Abstrakt: When building bigger construction the EU law impose the so-called EIA process - evaluation of possible influences of the construction on the environment and population health, grouped into several categories. Outputs of the EIA process are recommendations to the investors compensating the negative impacts of the constructions by additional arrangements. In our contribution we develop an innovative approach to model the expenses devoted to obey the EIA rules by stochastic programming tools: especially, we represent uncertainty in parameters by their probabilistic distributions, and subjective utility function representing the ecological demands is modelled via so-called indicators of ecological stability. The model takes into account budget limitations, several legislative obligations, and other ecological aspects; the goal is to help choose the optimal compensating constructions and arrangements. The resulting stochastic programming model is seen as parallel to V@R problem.
Klíčová slova: EIA process; indicator of ecological stability; stochastic programming; value-at-risk model
Číslo projektu: CEZ:AV0Z10750506 (CEP), GAP402/10/0956 (CEP)
Poskytovatel projektu: GA ČR
Zdrojový dokument: Mathematical Methods in Economics 2011, ISBN 978-80-7431-058-4

Instituce: Ústav teorie informace a automatizace AV ČR (web)
Informace o dostupnosti dokumentu: Dokument je dostupný v příslušném ústavu Akademie věd ČR.
Původní záznam: http://hdl.handle.net/11104/0203488

Trvalý odkaz NUŠL: http://www.nusl.cz/ntk/nusl-126598


Záznam je zařazen do těchto sbírek:
Věda a výzkum > AV ČR > Ústav teorie informace a automatizace
Konferenční materiály > Příspěvky z konference