Convergence of discrete approximations of stochastic programming problems with probabilistic criteria (Q3133242)
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scientific article; zbMATH DE number 6837870
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| English | Convergence of discrete approximations of stochastic programming problems with probabilistic criteria |
scientific article; zbMATH DE number 6837870 |
Statements
Convergence of Discrete Approximations of Stochastic Programming Problems with Probabilistic Criteria (English)
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13 February 2018
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stochastic programming
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probabilistic criterion
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value-at-risk
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quantile function
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convergent discretization
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0.8846564888954163
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