Solving Nonsmooth and Nonconvex Compound Stochastic Programs with Applications to Risk Measure Minimization
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Cited in
(7)- Nonconvex and nonsmooth approaches for affine chance-constrained stochastic programs
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- Solving Nonsmooth Nonconvex Compound Stochastic Programs with Applications to Risk Measure Minimization
- Sequential sample average majorization-minimization
- Risk-adaptive approaches to stochastic optimization: a survey
- Logarithmic integral optimization via adaptive importance sampling based surrogation methods
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