scientific article; zbMATH DE number 7266886

MaRDI QIDQ5127784zbMATH OpenFDO

Authors Jie Zhang, Yue Shi, Siying Li

Publication date 27 October 2020

zbMATH Keywords

asymptotic analysisconvergence in distributionCVaR constrained optimization problemsample average approximation

Mathematics Subject Classification ID

Stochastic programming (90C15)

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Cited in

(2)

• Asymptotic analysis of sample average approximation for stochastic optimization problems with joint chance constraints via conditional value at risk and difference of convex functions
• Analytic approach to variance optimization under an \(\mathcal{l}_1\) constraint

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