stochastic programming part1
Working with Stochastic Programming part1(Advanced Statistics)
Abstract: his paper features expectiles in dynamic and stochastic optimization. Expectiles are a family of risk functionals characterized as minimizers of optimization problems. For this reason, they enjoy various unique stability properties, which can be exploited in risk averse management, in stochastic optimization and in optimal control. The paper provides tight relates of expectiles to other risk functionals and addresses their properties in regression. Further, we extend expectiles to a dynamic framework.
Technology: Information Technology > Artificial Intelligence > Representation & Reasoning > Mathematical & Statistical Methods (0.60)