Fanwen Meng, Jie Sun, Mark Goh. A smoothing sample average approximation method for stochastic optimization problems with CVaR risk measure. Comp. Opt. and Appl., 50(2):379-401, 2011. [doi]
@article{MengSG11,
title = {A smoothing sample average approximation method for stochastic optimization problems with CVaR risk measure},
author = {Fanwen Meng and Jie Sun and Mark Goh},
year = {2011},
doi = {10.1007/s10589-010-9328-4},
url = {http://dx.doi.org/10.1007/s10589-010-9328-4},
researchr = {https://researchr.org/publication/MengSG11},
cites = {0},
citedby = {0},
journal = {Comp. Opt. and Appl.},
volume = {50},
number = {2},
pages = {379-401},
}