Work

Probabilistic bounds (via large deviations) for the solutions of stochastic programming problems

Year: 1995

Type: article

Source: Annals of Operations Research

DOI: 10.1007/bf02031707

Authors: Yuri M. Kaniovski, Alan J. King, Roger J-B Wets

Institutions: International Institute for Applied Systems Analysis, IBM Research - Thomas J. Watson Research Center, University of California, Davis

Language: English

Topic: Risk and Portfolio Optimization

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2057579296

FWCI: 5.572

Cites: 29

Cited by: 69

Related to: 10