Thin and heavy tails in stochastic programming (Q2948128): Difference between revisions

From MaRDI portal
Created claim: Wikidata QID (P12): Q105584384, #quickstatements; #temporary_batch_1711196317277
Import241208061232 (talk | contribs)
Normalize DOI.
 
(One intermediate revision by one other user not shown)
Property / DOI
 
Property / DOI: 10.14736/kyb-2015-3-0433 / rank
Normal rank
 
Property / cites work
 
Property / cites work: Central limit theorems for the Wasserstein distance between the empirical and the true distributions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5576642 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Convergence properties of two-stage stochastic programming / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic behavior of statistical estimators and of optimal solutions of stochastic optimization problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic Minimax Character of the Sample Distribution Function and of the Classical Multinomial Estimator / rank
 
Normal rank
Property / cites work
 
Property / cites work: Sample Average Approximation Method for Compound Stochastic Optimization Problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Probability: A Graduate Course / rank
 
Normal rank
Property / cites work
 
Property / cites work: Probabilistic bounds (via large deviations) for the solutions of stochastic programming problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4196246 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4209439 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4281783 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A note on estimates in stochastic programming / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4212961 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5301771 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3585646 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2719286 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Scenario tree generation for multiperiod financial optimization of optimal discretization / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3528030 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Quantitative Stability in Stochastic Programming: The Method of Probability Metrics / rank
 
Normal rank
Property / cites work
 
Property / cites work: Variational Analysis / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the Convergence of Sequences of Convex Sets in Finite Dimensions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Rates of Convergence in Stochastic Programs with Complete Integer Recourse / rank
 
Normal rank
Property / cites work
 
Property / cites work: Quantitative stability in stochastic programming / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic mathematical programs with equilibrium constraints, modelling and sample average approximation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2925334 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3395931 / rank
 
Normal rank
Property / cites work
 
Property / cites work: The expected loss in the discretization of multistage stochastic programming problems---estimation and convergence rate / rank
 
Normal rank
Property / DOI
 
Property / DOI: 10.14736/KYB-2015-3-0433 / rank
 
Normal rank

Latest revision as of 05:45, 20 December 2024

scientific article
Language Label Description Also known as
English
Thin and heavy tails in stochastic programming
scientific article

    Statements

    Thin and heavy tails in stochastic programming (English)
    0 references
    0 references
    0 references
    0 references
    29 September 2015
    0 references
    stochastic programming problems
    0 references
    stability
    0 references
    Wasserstein metric
    0 references
    \({\mathcal L}_{1}\) norm
    0 references
    Lipschitz property
    0 references
    empirical estimates
    0 references
    convergence rate
    0 references
    linear dependence
    0 references
    nonlinear dependence
    0 references
    probability constraints
    0 references
    risk constraints
    0 references
    stochastic dominance
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers