Stochastic optimization problems with nonlinear dependence on a probability measure via the Wasserstein metric (Q6631564)
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scientific article; zbMATH DE number 7937682
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic optimization problems with nonlinear dependence on a probability measure via the Wasserstein metric |
scientific article; zbMATH DE number 7937682 |
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Stochastic optimization problems with nonlinear dependence on a probability measure via the Wasserstein metric (English)
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1 November 2024
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stochastic optimization problem
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nonlinear dependence
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static problems
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second-order stochastic dominance
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mean-risk model
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Wasserstein metric
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stability
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empirical estimates
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