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]

Authors

Junyi Liu

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Ying Cui 0004

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Jong-Shi Pang

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