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Tight Bounds for Stochastic Convex Programs.

N. C. P. EdirisingheWilliam T. Ziemba
Published in: Oper. Res. (1992)
Keyphrases
  • tight bounds
  • convex programs
  • upper bound
  • monte carlo
  • convex functions
  • object recognition
  • stochastic model
  • stochastic optimization
  • image processing
  • face recognition
  • worst case
  • principal component analysis