Sample average approximations of strongly convex stochastic programs in Hilbert spaces
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Publication:2688927
DOI10.1007/s11590-022-01888-4OpenAlexW3153256040WikidataQ114222150 ScholiaQ114222150MaRDI QIDQ2688927
Publication date: 6 March 2023
Published in: Optimization Letters (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2104.05114
stochastic programmingsample average approximationexponential tail boundslinear-quadratic optimal control under uncertaintyPDE-constrained optimization under uncertainty
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