Convergence of Discrete Approximations of Stochastic Programming Problems with Probabilistic Criteria (Q3133242)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convergence of Discrete Approximations of Stochastic Programming Problems with Probabilistic Criteria |
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Convergence of Discrete Approximations of Stochastic Programming Problems with Probabilistic Criteria (English)
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13 February 2018
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stochastic programming
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probabilistic criterion
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value-at-risk
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quantile function
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convergent discretization
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