Bibliografie

Conference Paper (international conference)

Multiobjective stochastic programming and empirical data

: Proceedings of the 19th International Conference on Mathematical Methods in Economics 2001, p. 101-106 , Eds: Dlouhý M.

: VŠE, (Praha 2001)

: International Conference Mathematical Methods in Economics 2001 /19./, (Hradec Králové, CZ, 05.09.2001-07.09.2001)

: AV0Z1075907

: GA402/01/0034, GA ČR, GA402/01/0539, GA ČR

: multiobjective stochastic programming, empirical estimates, properly efficient solutions

(eng): 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".

: 12B

: BB