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This paper is concerned with the use of grid search as a means of optimizaing an objective function that can be evaluated only through simulation. We study the question of how rapidly the number of re...
Stochastic optimization problems often involve the expectation in its objective. When risk is incorporated in the problem description as well, then risk measures have to be involved in addition to qua...
We develop and analyze stochastic optimization algorithms for problems in which the ex-pected loss is strongly convex, and the optimum is (approximately)sparse. Previous approaches are able to exploit...

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