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"Regularized sample average approximation for high-dimensional stochastic ..."
Hung Yi Lee, Charles Hernandez, Hongcheng Liu (2023)
- Hung Yi Lee, Charles Hernandez, Hongcheng Liu:
Regularized sample average approximation for high-dimensional stochastic optimization under low-rankness. J. Glob. Optim. 85(2): 257-282 (2023)
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