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Sample Average Approximations of Strongly Convex Stochastic Programs in Hilbert Spaces

By Johannes Milz
We analyze the tail behavior of solutions to sample average approximations (SAAs) of stochastic programs posed in Hilbert spaces. We require that the integrand be strongly convex with the same convexity parameter for each realization. Combined with a standard condition from the literature on stochastic programming, we establish non-asymptotic exponential... Show more
May 29, 2022
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Sample Average Approximations of Strongly Convex Stochastic Programs in Hilbert Spaces
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