Asymptotics of the optimal value of SAA with AMIS on minimax stochastic programs (Q6655247)
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scientific article; zbMATH DE number 7960347
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotics of the optimal value of SAA with AMIS on minimax stochastic programs |
scientific article; zbMATH DE number 7960347 |
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Asymptotics of the optimal value of SAA with AMIS on minimax stochastic programs (English)
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20 December 2024
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adaptive multiple importance sampling
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minimax stochastic programming
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martingale difference sequence
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central limit theorem
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