On the optimal approximation rate of certain stochastic integrals.
Heikki SeppäläPublished in: J. Approx. Theory (2010)
Keyphrases
- approximation schemes
- error tolerance
- closed form
- discrete random variables
- stochastic dynamic programming
- error bounds
- optimal design
- optimal strategy
- lp norm
- constant factor
- efficient computation
- data sets
- optimal control
- approximation algorithms
- estimation error
- stochastic optimization
- approximation error
- monte carlo
- worst case
- probability distribution
- monte carlo sampling
- special case
- neural network