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Quantitative Stability in Stochastic Programming: The Method of Probability Metrics.

Svetlozar T. RachevWerner Römisch
Published in: Math. Oper. Res. (2002)
Keyphrases
  • objective function
  • cost function
  • pairwise
  • stochastic programming
  • model selection
  • artificial intelligence
  • feature set
  • distance metric