Solving Nonsmooth and Nonconvex Compound Stochastic Programs with Applications to Risk Measure Minimization

Junyi Liu, Ying Cui 0004, Jong-Shi Pang. Solving Nonsmooth and Nonconvex Compound Stochastic Programs with Applications to Risk Measure Minimization. Math. Oper. Res., 47(4):3051-3083, November 2022. [doi]

Abstract

Abstract is missing.