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Sample Complexity of Sample Average Approximation for Conditional Stochastic Optimization - MaRDI portal

Sample Complexity of Sample Average Approximation for Conditional Stochastic Optimization (Q5116551)

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scientific article; zbMATH DE number 7236501
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English
Sample Complexity of Sample Average Approximation for Conditional Stochastic Optimization
scientific article; zbMATH DE number 7236501

    Statements

    title
    Sample Complexity of Sample Average Approximation for Conditional Stochastic Optimization (English)
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    publication date
    18 August 2020
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    zbMATH Keywords
    stochastic optimization
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    sample average approximation
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    large deviations theory
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    describes a project that uses
    CVXPY
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    SBEED
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    cites work
    Q3496342
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    Q2896159
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    Q5494167
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    Identifiers

    DOI
    10.1137/19M1284865
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    Mathematics Subject Classification ID
    90C15
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    90C30
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    90C59
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    zbMATH DE Number
    7236501
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    arXiv ID
    1905.11957
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