Empirical estimates in stochastic optimization via distribution tails (Q3585646)
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scientific article; zbMATH DE number 5773723
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| English | Empirical estimates in stochastic optimization via distribution tails |
scientific article; zbMATH DE number 5773723 |
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20 August 2010
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stability
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Wasserstein metric
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empirical estimates
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stochastic programming problems
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\(L_1\) norm
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Lipschitz property
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convergence rate
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exponential tails
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heavy tails
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Pareto distribution
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risk functionals
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empirical quantiles
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0.8516611456871033
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0.8497725129127502
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0.8081438541412354
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0.7882481813430786
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