Admissibility of Solution Estimators for Stochastic Optimization

DOI10.1137/19M1291546zbMath1470.90058arXiv1901.06976OpenAlexW3119128364MaRDI QIDQ4999345

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Publication date: 6 July 2021

Published in: SIAM Journal on Mathematics of Data Science (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1901.06976

zbMATH Keywords

stochastic optimizationadmissibilitystatistical decision theoryStein's paradox

Mathematics Subject Classification ID

Stochastic programming (90C15) Admissibility in statistical decision theory (62C15)

Cites Work

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