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On sample size control in sample average approximations for solving smooth stochastic programs

Computational Optimization and Applications, 2013
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SAMPLE AVERAGE APPROXIMATION METHODS FOR A CLASS OF STOCHASTIC VARIATIONAL INEQUALITY PROBLEMS

Asia-Pacific Journal of Operational Research, 2010
In this paper we apply the well known sample average approximation (SAA) method to solve a class of stochastic variational inequality problems (SVIPs). We investigate the existence and convergence of a solution to the sample average approximated SVIP. Under some moderate conditions, we show that the sample average approximated SVIP has a solution with
openaire   +4 more sources

Sample Average Approximation

2017
Tingsong Wang, Shuaian Wang, Qiang Meng
openaire   +1 more source

Nearest interval approximation of a fuzzy number

Fuzzy Sets and Systems, 2002
Przemyslaw Grzegorzewski
exaly  

Approximation theory of fuzzy systems-MIMO case

IEEE Transactions on Fuzzy Systems, 1995
Xiao-Jun Zeng, M G Singh
exaly  

Approximating $k$-Median via Pseudo-Approximation

SIAM Journal on Computing, 2016
Shi Li, Ola Svensson
exaly  

Constructive and axiomatic approaches of fuzzy approximation operators

Information Sciences, 2004
Wei-Zhi Wu, Wen-Xiu Zhang
exaly  

Approximation theory and feedforward networks

Neural Networks, 1991
Edward K Blum, Leong Kwan Li
exaly  

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