Number of the records: 1
Empirical Estimates in Stochastic Optimization via Distribution Tails
- 1.
SYSNO 0346165 Title Empirical Estimates in Stochastic Optimization via Distribution Tails Author(s) Kaňková, Vlasta (UTIA-B) [E] RID Source Title Kybernetika. Roč. 46, č. 3 (2010), s. 459-471. - : Ústav teorie informace a automatizace AV ČR, v. v. i. Conference International Conference on Mathematical Methods in Economy and Industry, České Budějovice, 15.06.2009-18.06.2009 Document Type Článek v odborném periodiku Grant GA402/07/1113 GA ČR - Czech Science Foundation (CSF) GA402/08/0107 GA ČR - Czech Science Foundation (CSF), CZ - Czech Republic LC06075 GA MŠMT - Ministry of Education, Youth and Sports (MEYS), CZ - Czech Republic CEZ AV0Z10750506 - UTIA-B (2005-2011) Language eng Country CZ Keywords Stochastic programming problems * Stability * Wasserstein metric * L_1 norm * Lipschitz property * Empirical estimates * Convergence rate * Exponential tails * Heavy tails * Pareto distribution * Risk functional * Empirical quantiles Permanent Link http://hdl.handle.net/11104/0187260 File Download Size Commentary Version Access 0346165.pdf 1 171.9 KB Publisher’s postprint open-access
Number of the records: 1