Stability and Sample-Based Approximations of Composite Stochastic Optimization Problems
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Publication:6195084
DOI10.1287/opre.2022.2308arXiv2201.01338OpenAlexW4283651740WikidataQ114058129 ScholiaQ114058129MaRDI QIDQ6195084
Yang Lin, Dentcheva, Darinka, Spiridon I. Penev
Publication date: 12 March 2024
Published in: Operations Research (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2201.01338
stochastic programmingconsistencystrong law of large numberskernel estimationbiaswavelet estimationcoherent measures of risk
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