Asymptotics of minimax stochastic programs
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Publication:2476823
DOI10.1016/j.spl.2007.05.012zbMath1171.90543OpenAlexW2050560487MaRDI QIDQ2476823
Publication date: 12 March 2008
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2007.05.012
functional central limit theoremexponential rate of convergencesample average approximationabsolute semideviation risk measureinfinite dimensional delta methodminimax stochastic programming
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