Sample average approximation with heavier tails. I: Non-asymptotic bounds with weak assumptions and stochastic constraints (Q6038637)

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scientific article; zbMATH DE number 7681248
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Sample average approximation with heavier tails. I: Non-asymptotic bounds with weak assumptions and stochastic constraints
scientific article; zbMATH DE number 7681248

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    Sample average approximation with heavier tails. I: Non-asymptotic bounds with weak assumptions and stochastic constraints (English)
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    2 May 2023
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    non-asymptotic deviation inequalities
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    strong error probability bounds
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    random constraints
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