On the rate of convergence of optimal solutions of Monte Carlo approximations of stochastic programs (Q2706316)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the rate of convergence of optimal solutions of Monte Carlo approximations of stochastic programs |
scientific article |
Statements
19 March 2001
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two-stage stochastic programming with recourse
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Monte Carlo simulation
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large deviations theory
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convex analysis
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On the rate of convergence of optimal solutions of Monte Carlo approximations of stochastic programs (English)
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