On complexity of multistage stochastic programs under heavy tailed distributions

DOI10.1016/j.orl.2021.01.016OpenAlexW3126528679MaRDI QIDQ2661635

Jie Jiang, Sheng Jie Li

Publication date: 7 April 2021

Published in: Operations Research Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.orl.2021.01.016

zbMATH Keywords

rate of convergencemultistage stochastic programmingheavy tailed distributionnon-iid

Mathematics Subject Classification ID

Operations research, mathematical programming (90-XX)

Related Items (1)

Monotonicity and complexity of multistage stochastic variational inequalities

Uses Software

• QRM

Cites Work

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