Stability and sample-based approximations of composite stochastic optimization problems
Darinka Dentcheva, Yang Lin, Spiridon Penev
| Year of publication: |
2023
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|---|---|
| Authors: | Dentcheva, Darinka ; Lin, Yang ; Penev, Spiridon |
| Published in: |
Operations research. - Linthicum, Md. : INFORMS, ISSN 1526-5463, ZDB-ID 2019440-7. - Vol. 71.2023, 5, p. 1871-1888
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| Subject: | bias | coherent measures of risk | consistency | kernel estimation | stochastic programming | strong law of large numbers | wavelet estimation | Stochastischer Prozess | Stochastic process | Schätztheorie | Estimation theory | Mathematische Optimierung | Mathematical programming | Risiko | Risk | Systematischer Fehler | Bias | Wahrscheinlichkeitsrechnung | Probability theory | Zustandsraummodell | State space model |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/opre.2022.2308 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014393285