Convergence Analysis on Data-Driven Fortet-Mourier Metrics with Applications in Stochastic Optimization
Fortet-Mourier (FM) probability metrics are important probability metrics, which have been widely adopted in the quantitative stability analysis of stochastic programming problems. In this study, we contribute to different types of convergence assertions between a probability distribution and its em...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI
2022
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| Subjects: | |
| Online Access: | View Fulltext in Publisher |