Sample average approximation method for compound stochastic optimization problems (Q5408218)
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scientific article; zbMATH DE number 6282029
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| English | Sample average approximation method for compound stochastic optimization problems |
scientific article; zbMATH DE number 6282029 |
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Sample Average Approximation Method for Compound Stochastic Optimization Problems (English)
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9 April 2014
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stochastic optimization
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compound functions
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sample average approximation
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normalized convergence
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Rademacher averages
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rate of convergence
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0.8271432518959045
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0.816126823425293
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0.8123577237129211
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0.8114397525787354
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