Home » Authors » Vincent Guigues, Anatoli B. Juditsky, Arkadi Nemirovski

Vincent Guigues, Anatoli B. Juditsky, Arkadi Nemirovski

Public reference bibliography and cataloged PDF materials authored or published by Vincent Guigues, Anatoli B. Juditsky, Arkadi Nemirovski.

Found 1 document(s) Page 1 of 1

Non-asymptotic confidence bounds for the optimal value of a stochastic program

Year: 2017 • Source: hal.science • Listed PDF

We discuss a general approach to building non-asymptotic confidence bounds for stochas-tic optimization problems. Our principal contribution is the observation that a Sample Average Approximation of a problem supplies up...