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"Solving Nonsmooth and Nonconvex Compound Stochastic Programs with ..."

Junyi Liu, Ying Cui, Jong-Shi Pang (2022)

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DOI: 10.1287/MOOR.2021.1247

access: closed

type: Journal Article

metadata version: 2023-08-18

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Junyi Liu, Ying Cui, Jong-Shi Pang:
Solving Nonsmooth and Nonconvex Compound Stochastic Programs with Applications to Risk Measure Minimization. Math. Oper. Res. 47(4): 3051-3083 (2022)

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