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20172026
most citedAmbiguity set and learning via Bregman and Wasserstein

4 citations · 4 across the 3 of their papers we have counts for

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math.OC2026

On rates of convergence for sample average approximations without smoothness

Hien Duy Nguyen, Jacob Westerhout, Xin Guo

Sample average approximation (SAA) replaces an intractable expected objective by an empirical average and is a basic device of modern stochastic optimization. We develop a rate the…