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  • Search: subject:"PDE-constrained optimization under uncertainty"
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Exponential tail bounds 1 Linear-quadratic optimal control under uncertainty 1 PDE-constrained optimization under uncertainty 1 Sample average approximation 1 Stochastic programming 1
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Milz, Johannes 1
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Optimization Letters 1
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Sample average approximations of strongly convex stochastic programs in Hilbert spaces
Milz, Johannes - In: Optimization Letters 17 (2022) 2, pp. 471-492
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...
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