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Non-asymptotic confidence bounds for the optimal value of a stochastic program.
Vincent Guigues
Anatoli B. Juditsky
Arkadi Nemirovski
Published in:
Optim. Methods Softw. (2017)
Keyphrases
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confidence bounds
worst case
asymptotically optimal
dynamic programming
optimal solution
test cases
optimal control
machine learning
artificial neural networks
programming environment
steady state
stochastic model
expected values
asymptotic optimality
stochastic dynamic programming