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]
@article{LiuCP22-3,
title = {Solving Nonsmooth and Nonconvex Compound Stochastic Programs with Applications to Risk Measure Minimization},
author = {Junyi Liu and Ying Cui 0004 and Jong-Shi Pang},
year = {2022},
month = {November},
doi = {10.1287/moor.2021.1247},
url = {https://doi.org/10.1287/moor.2021.1247},
researchr = {https://researchr.org/publication/LiuCP22-3},
cites = {0},
citedby = {0},
journal = {Math. Oper. Res.},
volume = {47},
number = {4},
pages = {3051-3083},
}