English, Article edition: USING METRICS IN STABILITY OF STOCHASTIC PROGRAMMING PROBLEMS Michal Houda

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Bookmark: http://trove.nla.gov.au/version/197041
Physical Description
  • article
Language
  • English

Edition details

Title
  • USING METRICS IN STABILITY OF STOCHASTIC PROGRAMMING PROBLEMS
Author
  • Michal Houda
Physical Description
  • article
Notes
  • Optimization techniques enter often as a mathematical tool into many economic applications. In these models, uncertainty is modelled via probability distribution that is approximated or estimated in real cases. Then we ask for a stability of solutions with respect to changes in the probability distribution. The work illustrates one of possible approaches (using probability metrics), underlying numerical challenges and a backward glance to economical interpretation.
  • stochastic programming, quantitative stability, Wasserstein metrics, Kolmogorov metrics, simulation study
  • RePEc:prg:jnlaop:v:2005:y:2005:i:1:id:145:p:128-134
Language
  • English
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