Sample average approximation with sparsity-inducing penalty for high-dimensional stochastic programming (Q2330643)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sample average approximation with sparsity-inducing penalty for high-dimensional stochastic programming |
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Sample average approximation with sparsity-inducing penalty for high-dimensional stochastic programming (English)
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22 October 2019
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sample average approximation
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folded concave penalty
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second order necessary condition
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stochastic programming
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