Minimax analysis of stochastic problems

Optimization Methods and Software

Volumn 17, Issue 3 SPEC., 2002, Pages 523-542

  Shapiro, Alexander ^a   Kleywegt, Anton ^a  

^a Georgia Institute of Technology   (United States)

Author keywords

Min max optimization; Monte Carlo sampling; Problem of moments; Sample average approximation; Stochastic programming

Indexed keywords

APPROXIMATION THEORY; MONTE CARLO METHODS; PROBABILITY DISTRIBUTIONS; PROBLEM SOLVING; SAMPLING;

MINIMAX ANALYSIS; MONTE CARLO SAMPLING; PROBLEM OF MOMENTS; SAMPLE AVERAGE APPROXIMATION;

STOCHASTIC PROGRAMMING;

EID: 0036592138     PISSN: 10556788     EISSN: None     Source Type: Journal    
DOI: 10.1080/1055678021000034008     Document Type: Article

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