scientific article
From MaRDI portal
Publication:3585646
zbMath1225.90092MaRDI QIDQ3585646
Publication date: 20 August 2010
Full work available at URL: https://eudml.org/doc/196465
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
stabilityWasserstein metricconvergence rateheavy tailsPareto distributionLipschitz propertyexponential tailsrisk functionalsempirical quantiles\(L_1\) normempirical estimatesstochastic programming problems
Related Items (3)
A remark on multiobjective stochastic optimization via strongly convex functions ⋮ Thin and heavy tails in stochastic programming ⋮ Unnamed Item
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- The expected loss in the discretization of multistage stochastic programming problems---estimation and convergence rate
- Asymptotic behavior of statistical estimators and of optimal solutions of stochastic optimization problems
- Quantitative stability in stochastic programming
- Metric regularity and quantitative stability in stochastic programs with probabilistic constraints.
- Probabilistic bounds (via large deviations) for the solutions of stochastic programming problems
- Stability of Solutions for Stochastic Programs with Complete Recourse
- Asymptotic Minimax Character of the Sample Distribution Function and of the Classical Multinomial Estimator
- On the Convergence of Closed-Valued Measurables Multifunctions
- Rates of Convergence in Stochastic Programs with Complete Integer Recourse
- Probability Inequalities for Sums of Bounded Random Variables
- Convergence properties of two-stage stochastic programming
- Scenario tree generation for multiperiod financial optimization of optimal discretization
This page was built for publication:
