Thin and heavy tails in stochastic programming (Q2948128): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 09:06, 5 March 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
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
