Moderate Deviations and Invariance Principles for Sample Average Approximations

DOI10.1137/22m1484584zbMath1519.90134MaRDI QIDQ6158005

Mingjie Gao, Ka-Fai Cedric Yiu

Publication date: 22 June 2023

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

zbMATH Keywords

invariance principlemoderate deviationdelta methodsample average approximationfunctional limit

Mathematics Subject Classification ID

Stochastic programming (90C15)

Cites Work

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