Estimation and asymptotics for buffered probability of exceedance (Q723976)
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scientific article; zbMATH DE number 6910050
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| English | Estimation and asymptotics for buffered probability of exceedance |
scientific article; zbMATH DE number 6910050 |
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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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0.9236795
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0.8994848
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0.8941942
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0.8869862
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0.8786075
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0.8743222
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0.86385804
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