Pages that link to "Item:Q4594844"

The following pages link to Non-asymptotic confidence bounds for the optimal value of a stochastic program (Q4594844):

Displaying 23 items.

• Multistep stochastic mirror descent for risk-averse convex stochastic programs based on extended polyhedral risk measures (Q526834) (← links)
• Decentralized and parallel primal and dual accelerated methods for stochastic convex programming problems (Q2042418) (← links)
• On Monte-Carlo methods in convex stochastic optimization (Q2083277) (← links)
• Distributionally robust bottleneck combinatorial problems: uncertainty quantification and robust decision making (Q2097653) (← links)
• Approximation of probabilistic constraints in stochastic programming problems with a probability measure kernel (Q2173180) (← links)
• Variable neighborhood search for a two-stage stochastic programming problem with a quantile criterion (Q2287157) (← links)
• Asymptotic behaviors of semidefinite programming with a covariance perturbation (Q2329680) (← links)
• Tractable reformulations of two-stage distributionally robust linear programs over the type-\(\infty\) Wasserstein ball (Q2661509) (← links)
• Logarithmic sample bounds for sample average approximation with capacity- or budget-constraints (Q2661625) (← links)
• Sample average approximations of strongly convex stochastic programs in Hilbert spaces (Q2688927) (← links)
• A Central Limit Theorem and Hypotheses Testing for Risk-averse Stochastic Programs (Q4641663) (← links)
• Bias Reduction in Sample-Based Optimization (Q5026842) (← links)
• Stochastic approximation versus sample average approximation for Wasserstein barycenters (Q5058387) (← links)
• Confidence regions of stochastic variational inequalities: error bound approach (Q5090301) (← links)
• Sample average approximation with heavier tails. I: Non-asymptotic bounds with weak assumptions and stochastic constraints (Q6038637) (← links)
• Sample average approximation with heavier tails II: localization in stochastic convex optimization and persistence results for the Lasso (Q6038638) (← links)
• Consistency of Monte Carlo estimators for risk-neutral PDE-constrained optimization (Q6043153) (← links)
• Confidence regions of two‐stage stochastic linear complementarity problems (Q6092498) (← links)
• Distributionally Favorable Optimization: A Framework for Data-Driven Decision-Making with Endogenous Outliers (Q6188509) (← links)
• Sample Size Estimates for Risk-Neutral Semilinear PDE-Constrained Optimization (Q6195313) (← links)
• A single cut proximal bundle method for stochastic convex composite optimization (Q6634524) (← links)
• First order asymptotics of the sample average approximation method to solve risk averse stochastic programs (Q6634525) (← links)
• High-probability complexity bounds for non-smooth stochastic convex optimization with heavy-tailed noise (Q6655806) (← links)