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]
@article{HuHM12,
title = {Sample average approximation of stochastic dominance constrained programs},
author = {Jian Hu and Tito Homem-de-Mello and Sanjay Mehrotra},
year = {2012},
doi = {10.1007/s10107-010-0428-9},
url = {http://dx.doi.org/10.1007/s10107-010-0428-9},
researchr = {https://researchr.org/publication/HuHM12},
cites = {0},
citedby = {0},
journal = {Math. Program.},
volume = {133},
number = {1-2},
pages = {171-201},
}