Thin and heavy tails in stochastic programming (Q2948128): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 21:17, 3 February 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
