Convergence analysis of stationary points in sample average approximation of stochastic programs with second order stochastic dominance constraints

Hailin Sun, Huifu Xu. Convergence analysis of stationary points in sample average approximation of stochastic programs with second order stochastic dominance constraints. Math. Program., 143(1-2):31-59, 2014. [doi]

Authors

Hailin Sun

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Huifu Xu

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