On Monte-Carlo methods in convex stochastic optimization
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Publication:2083277
DOI10.1214/22-AAP1781zbMath1502.90114arXiv2101.07794OpenAlexW3135775113MaRDI QIDQ2083277
Shahar Mendelson, Daniel Bartl
Publication date: 10 October 2022
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2101.07794
stochastic optimizationstochastic counterpart methodsample-path optimizationfinite sample/nonasymptotic concentration inequality
General nonlinear regression (62J02) Convex programming (90C25) Stochastic programming (90C15) Management decision making, including multiple objectives (90B50)
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