Open AccessSample Average Approximation for Stochastic Optimization with Dependent Data: Performance Guarantees and Tractability
Author(s) -
Yafei Wang,
Bo Pan,
Wei Tu,
Peng Liu,
Bei Jiang,
Chao Gao,
Wei Lü,
Shangling Jui,
Linglong Kong
Publication year - 2022
Publication title -
proceedings of the ... aaai conference on artificial intelligence
Language(s) - English
Resource type - Journals
eISSN - 2374-3468
pISSN - 2159-5399
DOI - 10.1609/aaai.v36i4.20301
Subject(s) - estimator , stochastic approximation , stochastic optimization , stochastic gradient descent , bounded function , iterated function , mathematics , mathematical optimization , monotone polygon , asymptotically optimal algorithm , consistency (knowledge bases) , computer science , discrete mathematics , artificial neural network , mathematical analysis , artificial intelligence , statistics , geometry , computer security , key (lock)