Non-asymptotic confidence bounds for the optimal value of a stochastic program (Q4594844)
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scientific article; zbMATH DE number 6812871
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English | Non-asymptotic confidence bounds for the optimal value of a stochastic program |
scientific article; zbMATH DE number 6812871 |
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Non-asymptotic confidence bounds for the optimal value of a stochastic program (English)
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24 November 2017
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sample average approximation
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confidence interval
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minmax stochastic optimization
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stochastically constrained problems
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