On complexity of multistage stochastic programs under heavy tailed distributions
Year of publication: |
2021
|
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Authors: | Jiang, Jie ; Li, Shengjie |
Published in: |
Operations research letters. - Amsterdam [u.a.] : Elsevier, ISSN 0167-6377, ZDB-ID 720735-9. - Vol. 49.2021, 2, p. 265-269
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Subject: | Heavy tailed distribution | Multistage stochastic programming | Non-iid | Rate of convergence | Theorie | Theory | Stochastischer Prozess | Stochastic process | Statistische Verteilung | Statistical distribution |
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