On rates of convergence for sample average approximations in the almost sure sense and in mean
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Cited in
(12)- Moderate Deviations and Invariance Principles for Sample Average Approximations
- Convergence rates for the generalized Fréchet mean via the quadruple inequality
- Special issue: topics in stochastic programming
- On Monte-Carlo methods in convex stochastic optimization
- Sample average approximation with heavier tails. I: Non-asymptotic bounds with weak assumptions and stochastic constraints
- On the speed of almost sure convergence of the mode estimators of Chernoff and Venter
- Consistency of Monte Carlo estimators for risk-neutral PDE-constrained optimization
- 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
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