Pages that link to "Item:Q2688927"
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The following pages link to Sample average approximations of strongly convex stochastic programs in Hilbert spaces (Q2688927):
Displaying 4 items.
- Consistency of Monte Carlo estimators for risk-neutral PDE-constrained optimization (Q6043153) (← links)
- Reliable Error Estimates for Optimal Control of Linear Elliptic PDEs with Random Inputs (Q6188687) (← links)
- Sample Size Estimates for Risk-Neutral Semilinear PDE-Constrained Optimization (Q6195313) (← links)
- Consistency of sample-based stationary points for infinite-dimensional stochastic optimization (Q6663110) (← links)
