A central limit theorem and hypotheses testing for risk-averse stochastic programs (Q4641663)
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scientific article; zbMATH DE number 6870138
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| English | A central limit theorem and hypotheses testing for risk-averse stochastic programs |
scientific article; zbMATH DE number 6870138 |
Statements
A Central Limit Theorem and Hypotheses Testing for Risk-averse Stochastic Programs (English)
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18 May 2018
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stochastic optimization
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sample average approximation
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hypotheses testing
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coherent risk measures
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statistical inference
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central limit theorem
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0.7783511877059937
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0.7631872296333313
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0.746257483959198
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0.726709246635437
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0.7263473272323608
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