Consistency of sample estimates of risk averse stochastic programs (Q5299576)
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scientific article; zbMATH DE number 6181244
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| English | Consistency of sample estimates of risk averse stochastic programs |
scientific article; zbMATH DE number 6181244 |
Statements
Consistency of Sample Estimates of Risk Averse Stochastic Programs (English)
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26 June 2013
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law-invariant convex and coherent risk measures
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stochastic programming
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law of large numbers
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consistency of statistical estimators
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epiconvergence
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sample average approximation
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0.8146663308143616
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0.8072954416275024
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0.7938724160194397
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