Moderate Deviations and Invariance Principles for Sample Average Approximations
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Publication:6158005
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Cited in
(4)- Moderate deviations for stochastic variational inequalities
- On rates of convergence for sample average approximations in the almost sure sense and in mean
- Deviation inequalities, moderate deviation principles for certain Gaussian functionals, and their applications in parameter estimation
- 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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