Soumyadip Ghosh. A rate result for simulation optimization with conditional value-at-risk constraints. In Scott J. Mason, Raymond R. Hill, Lars Mönch, Oliver Rose, Thomas Jefferson, John W. Fowler, editors, Proceedings of the 2008 Winter Simulation Conference, Global Gateway to Discovery, WSC 2008, InterContinental Hotel, Miami, Florida, USA, December 7-10, 2008. pages 615-620, WSC, 2008. [doi]
Abstract is missing.