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Probabilistic bounds (via large deviations) for the solutions of stochastic programming problems.
Yuri M. Kaniovski
Alan J. King
Roger J.-B. Wets
Published in:
Ann. Oper. Res. (1995)
Keyphrases
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large deviations
stochastic programming problems
importance sampling
queueing systems
probabilistic model
queue length
optimal solution
state dependent
bayesian networks
asymptotically optimal
generalization bounds
upper bound
heavy tailed
markov processes