具有重尾的样本均值逼近 I:弱假设和随机约束下的非渐近界
Sample average approximation with heavier tails I: non-asymptotic bounds with weak assumptions and stochastic constraints
Mathematical Programming · 2022
被引 12
ABS 4
- Roberto I. Oliveira
- Philip Thompson 通讯
随机优化统计学习应用数学大偏差理论