Thin and heavy tails in stochastic programming

DOI10.14736/KYB-2015-3-0433zbMath1340.90173OpenAlexW2404529934WikidataQ105584384 ScholiaQ105584384MaRDI QIDQ2948128

Vlasta Kaňková, Michal Houda

Publication date: 29 September 2015

Published in: Kybernetika (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10338.dmlcz/144379

zbMATH Keywords

stabilityWasserstein metricconvergence ratenonlinear dependencelinear dependencestochastic dominanceLipschitz propertyprobability constraintsrisk constraintsempirical estimatesstochastic programming problems\({\mathcal L}_{1}\) norm

Mathematics Subject Classification ID

Probability measures on topological spaces (60B05) Stochastic programming (90C15)

Related Items (1)

Sample average approximation with heavier tails. I: Non-asymptotic bounds with weak assumptions and stochastic constraints

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