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Sample average approximation for stochastic programming with equality constraints - MaRDI portal

Sample average approximation for stochastic programming with equality constraints (Q6622760)

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scientific article; zbMATH DE number 7930283
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English
Sample average approximation for stochastic programming with equality constraints
scientific article; zbMATH DE number 7930283

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    Sample average approximation for stochastic programming with equality constraints (English)
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    22 October 2024
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    stochastic programming
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    sampling methods
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    concentration inequalities
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    random set theory
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    stochastic optimal control
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