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Národní úložiště šedé literatury Nalezeno 2 záznamů.  Hledání trvalo 0.00 vteřin. 
Multiobjective Stochastic Optimization Problems with Probability Constraints
 Kaňková, Vlasta
Rather general multiobjective optimization problems depending on a probability measure correspond often to situations in which an economic or financial process is simultaneously influenced by a random factor and a “decision” parameter; moreover simultaneously it is reasonable to evaluate the process by a few objective functions and it seems reasonable to determine the decision with to the mathematical expectation of objectives. A complete knowledge of the probability measure is a necessary assumption to analyze the problem. However, in applications mostly the problem has to be solved on the data base. A relationship between “characteristics” obtained on the base of complete knowledge of the probability measure and them obtained on the above mentioned data base has been already investigated in the case when constraints are not depending on the probability measure. The aim of the talk will be to relax this condition.
Úplný záznam
Economic and Financial Problems via Multiobjective Stochastic Optimization
 Kaňková, Vlasta
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.
Úplný záznam

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