Nonasymptotic Upper Estimates for Errors of the Sample Average Approximation Method to Solve Risk-Averse Stochastic Programs

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Bibliographic Details
Published in:SIAM journal on optimization 2024-01, Vol.34 (2), p.1264-1294
Main Author: Krätschmer, Volker
Format: Article
Language:English
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ISSN:1052-6234
1095-7189
DOI:10.1137/22M1535425