Sample approximation technique for mixed-integer stochastic programming problems with expected value constraints (Q2448164): Difference between revisions

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Latest revision as of 11:52, 8 July 2024

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Sample approximation technique for mixed-integer stochastic programming problems with expected value constraints
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    Sample approximation technique for mixed-integer stochastic programming problems with expected value constraints (English)
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    30 April 2014
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    expected value constrained problems
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    sample approximation
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    rate of convergence
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    non-iid sampling
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    Hölder-calmness
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    conditional value at risk
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