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Stochastic Optimization and Statistical Inference · Study

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ChapterStochastic Optimization and Statistical Inference

Georg Ch. Pflug2003

Chapter2003

Stochastic Optimization and Statistical Inference

Georg Ch. Pflug

53 citations·0/0 files stored·Handbooks in operations research and management science

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Risk and Portfolio Optimization Optimization and Variational Analysis Advanced Optimization Algorithms Research

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References

2000Optimization of conditional value-at-risk 2000Probabilistic constrained optimization : methodology and applications 1985Stochastic Optimization Problems with Incomplete Information on Distribution Functions 1994Stochastische Analysis 1995Probabilistic bounds (via large deviations) for the solutions of stochastic programming problems 1994Quantitative stability in stochastic programming

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2007Stability of $\varepsilon$-approximate Solutions to Convex Stochastic Programs 2017Non-asymptotic confidence bounds for the optimal value of a stochastic program 2008A robust approach based on conditional value-at-risk measure to statistical learning problems

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Details

Year2003

Typechapter

Published2003-01-01

VenueHandbooks in operations research and management science

ISSN-L0927-0507

Languageen

Citations53

Files0 public / 0

ShelfRisk and Portfolio Optimization

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doi10.1016/s0927-0507(03)10007-2

openalex_workW1521544588

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