Solving Nonsmooth and Nonconvex Compound Stochastic Programs with Applications to Risk Measure Minimization
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Publication:5870366
DOI10.1287/moor.2021.1247OpenAlexW4214599916MaRDI QIDQ5870366
Jong-Shi Pang, Ying Cui, Junyi Liu
Publication date: 9 January 2023
Published in: Mathematics of Operations Research (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2004.14342
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