Estimation and asymptotics for buffered probability of exceedance (Q723976)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation and asymptotics for buffered probability of exceedance |
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Estimation and asymptotics for buffered probability of exceedance (English)
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25 July 2018
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stochastic programming
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buffered probability of exceedance
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sample average approximation
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rare events
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minimum volume ellipsoid
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