Estimation of the Necessary Sample Size for Approximation of Stochastic Optimization Problems with Probabilistic Criteria

Sergey V. Ivanov, Irina D. Zhenevskaya. Estimation of the Necessary Sample Size for Approximation of Stochastic Optimization Problems with Probabilistic Criteria. In Michael Khachay, Yury Kochetov, Panos M. Pardalos, editors, Mathematical Optimization Theory and Operations Research - 18th International Conference, MOTOR 2019, Ekaterinburg, Russia, July 8-12, 2019, Proceedings. Volume 11548 of Lecture Notes in Computer Science, pages 552-564, Springer, 2019. [doi]

Abstract

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