Asymptotic analysis for a stochastic semidefinite programming
Year of publication: |
2021
|
---|---|
Authors: | Zhang, Jie ; Lin, Shuang ; Zhang, Yi |
Published in: |
Operations research letters. - Amsterdam [u.a.] : Elsevier, ISSN 0167-6377, ZDB-ID 720735-9. - Vol. 49.2021, 2, p. 164-170
|
Subject: | Asymptotic analysis | Convergence in distribution | Sample average approximation (SAA) | Stochastic semidefinite programming | Mathematische Optimierung | Mathematical programming | Stochastischer Prozess | Stochastic process | Schätztheorie | Estimation theory |
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