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Thin and heavy tails in stochastic programming
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SYSNO 0447994 Title Thin and heavy tails in stochastic programming Author(s) Kaňková, Vlasta (UTIA-B) [E] RID
Houda, Michal (UTIA-B) [E] ORCIDSource Title Kybernetika. Roč. 51, č. 3 (2015), s. 433-456. - : Ústav teorie informace a automatizace AV ČR, v. v. i. Document Type Článek v odborném periodiku Grant GA13-14445S GA ČR - Czech Science Foundation (CSF) Institutional support UTIA-B - RVO:67985556 Language eng Country CZ Keywords stochastic programming problems * stability * Wasserstein metric * L1 norm * Lipschitz property * empirical estimates * convergence rate * linear and nonlinear dependence * probability and risk constraints * stochastic dominance URL http://library.utia.cas.cz/separaty/2015/E/kankova-0447994.pdf Permanent Link http://hdl.handle.net/11104/0250230
Number of the records: 1