• Adaptive sampling strategies for risk-averse stochastic optimization with constraints 

      Beiser, Florian; Keith, Brendan; Urbainczyk, Simon; Wohlmuth, Barbara (Peer reviewed; Journal article, 2023)
      We introduce adaptive sampling methods for stochastic programs with deterministic constraints. First, we propose and analyze a variant of the stochastic projected gradient method, where the sample size used to approximate ...