Sample average approximation of stochastic dominance constrained programs

Jian Hu, Tito Homem-de-Mello, Sanjay Mehrotra. Sample average approximation of stochastic dominance constrained programs. Math. Program., 133(1-2):171-201, 2012. [doi]

Authors

Jian Hu

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Tito Homem-de-Mello

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Sanjay Mehrotra

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