Non-asymptotic confidence bounds for the optimal value of a stochastic program
Work
Year: 2017
Type: article
Abstract: We discuss a general approach to building non-asymptotic confidence bounds for Stochastic Optimization problems. Our principal contribution is the observation that a Sample Average Approximation of a ... more
Source: Optimization methods & software
Institutions Fundação Ataulpho de Paiva, Université Grenoble Alpes, Laboratoire Jean Kuntzmann, Georgia Institute of Technology
Cites: 27
Cited by: 40
Related to: 10
FWCI: 3.707
Citation percentile (by year/subfield): 87.44
Field: Decision Sciences
Domain: Social Sciences
Open Access status: green
Funders National Science Foundation, Conselho Nacional de Desenvolvimento Científico e Tecnológico, Fundação Carlos Chagas Filho de Amparo à Pesquisa do Estado do Rio de Janeiro, Centre National de la Recherche Scientifique
Grant IDS CMMI-1232623, CMMI-1262063, CCF-1415498, 307287/2013-0, 401371/2014-0, E-26/110.313/2014, E-26/201.599/2014, CNRS-Mastodons project GARGANTUA