Asymptotic analysis of sample average approximation for stochastic optimization problems with joint chance constraints via conditional value at risk and difference of convex functions

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Publication:2247927

DOI10.1007/s10957-012-0127-1zbMath1314.90059OpenAlexW2147288643MaRDI QIDQ2247927

Yong Wang, Huifu Xu, Hailin Sun

Publication date: 30 June 2014

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10957-012-0127-1




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