Empirical estimates in stochastic programs with probability and second order stochastic dominance constraints (Q2945117)
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scientific article; zbMATH DE number 6479825
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| English | Empirical estimates in stochastic programs with probability and second order stochastic dominance constraints |
scientific article; zbMATH DE number 6479825 |
Statements
9 September 2015
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stochastic programs
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individual probability
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second-order dominance constraints
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empirical estimates
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light tailed distributions
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heavy tailed distributions
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0.8267478346824646
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0.8210617899894714
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0.8172593116760254
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0.8172042369842529
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