On rates of convergence for stochastic optimization problems under non-independent and identically distributed sampling*

INIS

• convergence 100%
• sampling 100%
• optimization 100%
• stochastic processes 100%
• monte carlo method 60%
• values 40%
• solutions 40%
• size 20%
• simulation 20%
• reduction 20%
• approximations 20%

Keyphrases

• Convergence Rate 100%
• Identically Distributed 100%
• Stochastic Optimization Problem 100%
• Sampling Scheme 50%
• Monte Carlo Simulation 25%
• Numerical Results 25%
• Variance Reduction 25%
• Optimization Problem 25%
• Stochastic Optimization 25%
• Sample Average Approximation 25%
• Two-stage Stochastic Programming 25%
• Quasi-Monte Carlo 25%
• Latin Hypercube Sampling 25%
• Randomized quasi-Monte Carlo 25%

Mathematics

• Stochastics 100%
• Monte Carlo 75%
• Sampling Scheme 50%
• Pointwise 50%
• Sample Average 25%
• Variance Reduction Technique 25%
• Latin Hypercube 25%