Thin and heavy tails in stochastic programming (Q2948128): Difference between revisions
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Revision as of 14:13, 23 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)
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29 September 2015
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stochastic programming problems
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stability
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Wasserstein metric
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\({\mathcal L}_{1}\) norm
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Lipschitz property
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empirical estimates
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convergence rate
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linear dependence
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nonlinear dependence
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probability constraints
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risk constraints
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stochastic dominance
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