Asymptotics of minimax stochastic programs (Q2476823)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotics of minimax stochastic programs |
scientific article |
Statements
Asymptotics of minimax stochastic programs (English)
0 references
12 March 2008
0 references
sample average approximation
0 references
infinite dimensional delta method
0 references
functional central limit theorem
0 references
minimax stochastic programming
0 references
absolute semideviation risk measure
0 references
exponential rate of convergence
0 references
