First order asymptotics of the sample average approximation method to solve risk averse stochastic programs (Q6634525)
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scientific article; zbMATH DE number 7940319
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | First order asymptotics of the sample average approximation method to solve risk averse stochastic programs |
scientific article; zbMATH DE number 7940319 |
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First order asymptotics of the sample average approximation method to solve risk averse stochastic programs (English)
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7 November 2024
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risk averse stochastic program
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sample average approximation
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absolute semideviations
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divergence risk measures
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covering numbers
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