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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    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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