Pages that link to "Item:Q2817839"
From MaRDI portal
The following pages link to From empirical observations to tree models for stochastic optimization: convergence properties (Q2817839):
Displaying 23 items.
- Tree approximation for discrete time stochastic processes: a process distance approach (Q256651) (← links)
- Adapted Wasserstein distances and stability in mathematical finance (Q784732) (← links)
- On the number of stages in multistage stochastic programs (Q827133) (← links)
- Incorporating statistical model error into the calculation of acceptability prices of contingent claims (Q1739048) (← links)
- Stochastic short-term hydropower planning with inflow scenario trees (Q1751942) (← links)
- Estimating processes in adapted Wasserstein distance (Q2117454) (← links)
- Quantitative stability analysis for minimax distributionally robust risk optimization (Q2118071) (← links)
- A stability result for linear Markovian stochastic optimization problems (Q2118100) (← links)
- Approximation of martingale couplings on the line in the adapted weak topology (Q2140003) (← links)
- Dynamic optimization with side information (Q2171607) (← links)
- Training trees on tails with applications to portfolio choice (Q2173122) (← links)
- Fundamental properties of process distances (Q2196379) (← links)
- All adapted topologies are equal (Q2210750) (← links)
- Evaluation of scenario reduction algorithms with nested distance (Q2221467) (← links)
- (Q3057242) (← links)
- Multistage multivariate nested distance: An empirical analysis (Q3120384) (← links)
- Bias Reduction in Sample-Based Optimization (Q5026842) (← links)
- Deep empirical risk minimization in finance: Looking into the future (Q6054448) (← links)
- Heterogeneous gradient flows in the topology of fibered optimal transport (Q6090355) (← links)
- Adapted topologies and higher rank signatures (Q6104023) (← links)
- One Dimensional Martingale Rearrangement Couplings (Q6175891) (← links)
- A Bayesian approach to data-driven multi-stage stochastic optimization (Q6618149) (← links)
- Convergence of adapted empirical measures on \(\mathbb{R}^d\) (Q6620083) (← links)
