Sample average approximation with sparsity-inducing penalty for high-dimensional stochastic programming

Hongcheng Liu, Xue Wang, Tao Yao, Runze Li, Yinyu Ye. Sample average approximation with sparsity-inducing penalty for high-dimensional stochastic programming. Math. Program., 178(1-2):69-108, 2019. [doi]

Abstract

Abstract is missing.