Original title: Multiobjective stochastic programming and empirical data
Authors: Kaňková, Vlasta
Document type: Papers
Conference/Event: International Conference Mathematical Methods in Economics 2001 /19./, Hradec Králové (CZ), 2001-09-05 / 2001-09-07
Year: 2001
Language: eng
Abstract: We consider a mutiobjective optimization problem depending on a probability measure and, moreover, we assume that the problem must be solved on the basis of emipirical data. Estimates of the corresponding characteristics, as e.g. the "efficient" points, can be only obtained by this approach. Our aim is to investigate statistical properties of these "estimates".
Keywords: empirical estimates; multiobjective stochastic programming; properly efficient solutions
Project no.: AV0Z1075907 (CEP), GA402/01/0034 (CEP), GA402/01/0539 (CEP)
Funding provider: GA ČR, GA ČR
Host item entry: Proceedings of the 19th International Conference on Mathematical Methods in Economics 2001

Institution: Institute of Information Theory and Automation AS ČR (web)
Document availability information: Fulltext is available at the institute of the Academy of Sciences.
Original record: http://hdl.handle.net/11104/0130710

Permalink: http://www.nusl.cz/ntk/nusl-34860


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