Solving Nonsmooth Nonconvex Compound Stochastic Programs with Applications to Risk Measure Minimization

DOI10.1287/moor.2021.1247zbMath1510.90194arXiv2004.14342MaRDI QIDQ6339698

Jong-Shi Pang, Junyi Liu, Ying Cui

Publication date: 29 April 2020

Mathematics Subject Classification ID

Stochastic programming (90C15)