Solving Nonsmooth and Nonconvex Compound Stochastic Programs with Applications to Risk Measure Minimization
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Cited in
(4)- scientific article; zbMATH DE number 6276223 (Why is no real title available?)
- Nonconvex and nonsmooth approaches for affine chance-constrained stochastic programs
- Risk management in portfolio applications of non-convex stochastic programming
- Solving Nonsmooth Nonconvex Compound Stochastic Programs with Applications to Risk Measure Minimization
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