A Central Limit Theorem and Hypotheses Testing for Risk-averse Stochastic Programs (Q4641663)
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scientific article; zbMATH DE number 6870138
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Central Limit Theorem and Hypotheses Testing for Risk-averse Stochastic Programs |
scientific article; zbMATH DE number 6870138 |
Statements
A Central Limit Theorem and Hypotheses Testing for Risk-averse Stochastic Programs (English)
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18 May 2018
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stochastic optimization
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sample average approximation
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hypotheses testing
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coherent risk measures
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statistical inference
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central limit theorem
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