Consistency of Sample Estimates of Risk Averse Stochastic Programs (Q5299576)
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scientific article; zbMATH DE number 6181244
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Consistency of Sample Estimates of Risk Averse Stochastic Programs |
scientific article; zbMATH DE number 6181244 |
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Consistency of Sample Estimates of Risk Averse Stochastic Programs (English)
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26 June 2013
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law-invariant convex and coherent risk measures
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stochastic programming
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law of large numbers
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consistency of statistical estimators
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epiconvergence
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sample average approximation
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