Regularized Sample Average Approximation for High-Dimensional Stochastic Optimization Under Low-Rankness
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Publication:6316795
DOI10.1007/S10898-022-01206-3zbMath1512.90151arXiv1904.03453MaRDI QIDQ6316795
Hongcheng Liu, Hung-yi Lee, Charles Hernandez
Publication date: 6 April 2019
Stochastic programming (90C15) Approximation methods and heuristics in mathematical programming (90C59)
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