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Stability and Sample-Based Approximations of Composite Stochastic Optimization Problems - MaRDI portal

Stability and Sample-Based Approximations of Composite Stochastic Optimization Problems (Q6195084)

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scientific article; zbMATH DE number 7816811
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Stability and Sample-Based Approximations of Composite Stochastic Optimization Problems
scientific article; zbMATH DE number 7816811

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    Stability and Sample-Based Approximations of Composite Stochastic Optimization Problems (English)
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    12 March 2024
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    stochastic programming
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    bias
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    coherent measures of risk
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    kernel estimation
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    wavelet estimation
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    consistency
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    strong law of large numbers
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