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"Regularized sample average approximation for high-dimensional stochastic ..."

Hung Yi Lee, Charles Hernandez, Hongcheng Liu (2023)

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DOI: 10.1007/S10898-022-01206-3

access: closed

type: Journal Article

metadata version: 2023-02-25

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Hung Yi Lee, Charles Hernandez, Hongcheng Liu:
Regularized sample average approximation for high-dimensional stochastic optimization under low-rankness. J. Glob. Optim. 85(2): 257-282 (2023)

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