Probabilistic bounds (via large deviations) for the solutions of stochastic programming problems

DOI10.1007/BF02031707zbMath0835.90055MaRDI QIDQ1896453

Roger J.-B. Wets, Alan J. King, Yuri M. Kaniovski

Publication date: 15 April 1996

Published in: Annals of Operations Research (Search for Journal in Brave)

zbMATH Keywords

exponential boundstheory of large deviationsepi-distance

Mathematics Subject Classification ID

Stochastic programming (90C15)

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