On rates of convergence for sample average approximations in the almost sure sense and in mean

Cites Work

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Cited In (12)

Convergence rates for the generalized Fréchet mean via the quadruple inequality
Special issue: topics in stochastic programming
Sample average approximation with heavier tails. I: Non-asymptotic bounds with weak assumptions and stochastic constraints
On Monte-Carlo methods in convex stochastic optimization
Consistency of Monte Carlo estimators for risk-neutral PDE-constrained optimization
On the speed of almost sure convergence of the mode estimators of Chernoff and Venter
On the Rate of Approximation in Limit Theorems for Sums of Moving Averages
Sample average approximation method for a class of stochastic vector variational inequalities
A stochastic projection and contraction algorithm with inertial effects for stochastic variational inequalities
Sample average approximations of strongly convex stochastic programs in Hilbert spaces
An inexact semismooth Newton SAA-based algorithm for stochastic nonsmooth SOC complementarity problems with application to a stochastic power flow programming problem
Moderate Deviations and Invariance Principles for Sample Average Approximations

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