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"Nonasymptotic Upper Estimates for Errors of the Sample Average ..."

Volker Krätschmer (2024)

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DOI: 10.1137/22M1535425

access: closed

type: Journal Article

metadata version: 2024-05-17

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Volker Krätschmer:
Nonasymptotic Upper Estimates for Errors of the Sample Average Approximation Method to Solve Risk-Averse Stochastic Programs. SIAM J. Optim. 34(2): 1264-1294 (2024)

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