Sample average approximation of stochastic dominance constrained programs

INIS

• solutions 100%
• approximations 100%
• stochastic processes 100%
• size 66%
• convergence 66%
• values 66%
• multivariate analysis 66%
• optimization 66%
• distribution 33%
• construction 33%
• benchmarks 33%
• risks 33%
• modeling 33%
• constraints 33%
• asymptotic solutions 33%
• nonlinear problems 33%

Keyphrases

• Statistical Upper Bounds 33%
• Risk-averse Decision 33%
• Convergent Method 33%
• Study Optimization 33%
• Asymptotically-tight 33%
• Statistical Lower Bound 33%
• Multivariate Stochastic Dominance 33%

Mathematics

• Distribution Function 33%