Bias Reduction in Sample-Based Optimization

DOI10.1137/20M1326428zbMath1489.90075arXiv2103.07553OpenAlexW4207058748MaRDI QIDQ5026842

Yang Lin, Dentcheva, Darinka

Publication date: 8 February 2022

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2103.07553

zbMATH Keywords

stochastic programmingsmoothingstrong law of large numberskernel estimatorsregularized regressionsample average approximation

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Stochastic programming (90C15) Stochastic approximation (62L20)

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