Asymptotic analysis for a stochastic semidefinite programming

DOI10.1016/J.ORL.2020.12.008OpenAlexW3116034943MaRDI QIDQ2661609

Shuang Lin, Jie Zhang, Yi Zhang

Publication date: 7 April 2021

Published in: Operations Research Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.orl.2020.12.008

zbMATH Keywords

convergence in distributionasymptotic analysissample average approximation (SAA)stochastic semidefinite programming

Mathematics Subject Classification ID

Operations research, mathematical programming (90-XX)

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