On Feasibility of Sample Average Approximation Solutions

DOI10.1137/19M1253447zbMath1448.90064arXiv1904.00137OpenAlexW3047112552MaRDI QIDQ5116547

Rui Peng Liu

Publication date: 18 August 2020

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

Full work available at URL: https://arxiv.org/abs/1904.00137

zbMATH Keywords

convergenceexponential ratefeasibilitysample average approximation method(multistage) stochastic programming

Mathematics Subject Classification ID

Stochastic programming (90C15) Applications of set theory (03E75)

Related Items

General Feasibility Bounds for Sample Average Approximation via Vapnik--Chervonenkis Dimension ⋮ On sample average approximation for two-stage stochastic programs without relatively complete recourse

Uses Software

• SUTIL

Cites Work

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