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"Asymptotic Analysis of Sample Average Approximation for Stochastic ..."

Hailin Sun, Huifu Xu, Yong Wang (2014)

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DOI: 10.1007/S10957-012-0127-1

access: closed

type: Journal Article

metadata version: 2020-04-07

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Hailin Sun, Huifu Xu, Yong Wang:
Asymptotic Analysis of Sample Average Approximation for Stochastic Optimization Problems with Joint Chance Constraints via Conditional Value at Risk and Difference of Convex Functions. J. Optim. Theory Appl. 161(1): 257-284 (2014)

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