Original title: Economic and Financial Problems via Multiobjective Stochastic Optimization
Authors: Kaňková, Vlasta
Document type: Papers
Conference/Event: MME 2013. International Conference on Mathematical Methods in Economics 2013 /31./, Jihlava (CZ), 2013-09-11 / 2013-09-13
Year: 2013
Language: eng
Abstract: Multiobjective optimization problems depending on a probability measure correspond to many economic and financial activities. Evidently if the probability measure is completely known, then we can try to influence economic process employing methods of multiobjective deterministic optimization theory. Since this assumption is fulfilled very seldom we have mostly to analyze the mathematical model and consequently also economic process on the data base. The aim of the talk will be to investigate a relationship between ``characteristics" obtained on the base of complete knowledge of the probability measure and them obtained on the above mentioned data base. To this end, the results of the deterministic multiobjective optimization theory and the results obtained for stochastic one objective problems will be employed.
Keywords: efficient solution; empirical estimates; L_1 norm; Lipschitz property; stochastic multiobjective optimization problems; Wasserstein metric
Project no.: GA13-14445S (CEP), GAP402/11/0150 (CEP)
Funding provider: GA ČR, GA ČR
Host item entry: Proceedings of the 31st International Conference Mathematical Methods in Economics 2013, ISBN 978-80-87035-76-4

Institution: Institute of Information Theory and Automation AS ČR (web)
Document availability information: Fulltext is available at external website.
External URL: http://library.utia.cas.cz/separaty/2013/E/kankova-economic and financial problems via multiobjective stochastic optimization.pdf
Original record: http://hdl.handle.net/11104/0223780

Permalink: http://www.nusl.cz/ntk/nusl-156451


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Research > Institutes ASCR > Institute of Information Theory and Automation
Conference materials > Papers
 Record created 2013-09-23, last modified 2021-11-24


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