On the consistency of the risk evaluation in the scenario approach
Author:
Affiliation:
1. Politecnico di Milano,Department of Electronics, Information and Bioengineering,Milano,Italy,20133
2. University of Brescia,Department of Information Engineering,Brescia,Italy,25123
Publisher
IEEE
Link
http://xplorestaging.ieee.org/ielx7/9682670/9682776/09682992.pdf?arnumber=9682992
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1. The american mathematical monthly;robbins;Metrika,1955
2. Bounds for the difference between median and mean of beta and negative binomial distributions
3. Wait-and-judge scenario optimization
4. The risk of making decisions from data through the lens of the scenario approach
5. A Scenario Based Approach to Robust Experiment Design
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