Gyana R. Parija, Shabbir Ahmed, et al.
INFORMS Journal on Computing
Several exponential bounds are derived by means of the theory of large deviations for the convergence of approximate solutions of stochastic optimization problems. The basic results show that the solutions obtained by replacing the original distribution by an empirical distribution provides an effective tool for solving stochastic programming problems. © 1995 J.C. Baltzer AG, Science Publishers.
Gyana R. Parija, Shabbir Ahmed, et al.
INFORMS Journal on Computing
Alan J. King, Olga Streltchenko, et al.
Ann. Math. Artif. Intell.
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Applied Stochastic Models and Data Analysis
Gabor Dozsa, Todd A. Inglett, et al.
WHPCF 2008