Sample average approximation of expected value constrained stochastic programs (Q957332)
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scientific article; zbMATH DE number 5374638
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sample average approximation of expected value constrained stochastic programs |
scientific article; zbMATH DE number 5374638 |
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Sample average approximation of expected value constrained stochastic programs (English)
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27 November 2008
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sample average approximation
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expected value constrained stochastic program
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conditional value-at-risk
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portfolio optimization
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