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"Sample average approximation with heavier tails I: non-asymptotic bounds ..."

Roberto I. Oliveira, Philip Thompson (2023)

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DOI: 10.1007/S10107-022-01810-X

access: closed

type: Journal Article

metadata version: 2023-08-28

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Roberto I. Oliveira, Philip Thompson:
Sample average approximation with heavier tails I: non-asymptotic bounds with weak assumptions and stochastic constraints. Math. Program. 199(1): 1-48 (2023)

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