Sarah Yini Gao, Jie Sun 0001, Soon-Yi Wu. A semi-infinite programming approach to two-stage stochastic linear programs with high-order moment constraints. Optimization Letters, 12(6):1237-1247, 2018. [doi]
@article{GaoSW18,
title = {A semi-infinite programming approach to two-stage stochastic linear programs with high-order moment constraints},
author = {Sarah Yini Gao and Jie Sun 0001 and Soon-Yi Wu},
year = {2018},
doi = {10.1007/s11590-016-1095-4},
url = {https://doi.org/10.1007/s11590-016-1095-4},
researchr = {https://researchr.org/publication/GaoSW18},
cites = {0},
citedby = {0},
journal = {Optimization Letters},
volume = {12},
number = {6},
pages = {1237-1247},
}