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

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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]

The following publications are possibly variants of this publication:

Convergence Analysis of Sample Average Approximation Methods for a Class of Stochastic Mathematical Programs with Equality ConstraintsHuifu Xu, Fanwen Meng. mor, 32(3):648-668, 2007. [doi]

A smoothing penalized Sample Average Approximation Method for Stochastic Programs with Second-Order Stochastic Dominance ConstraintsHailin Sun, Huifu Xu, Yong Wang. apjor, 30(3), 2013. [doi]

A Regularized Sample Average Approximation Method for Stochastic Mathematical Programs with Nonsmooth Equality ConstraintsFanwen Meng, Huifu Xu. siamjo, 17(3):891-919, 2006. [doi]

Stability analysis of stochastic programs with second order dominance constraintsYongchao Liu, Huifu Xu. mp, 142(1-2):435-460, 2013. [doi]

Convergence of Stationary Points of Sample Average Two-Stage Stochastic Programs: A Generalized Equation ApproachDaniel Ralph, Huifu Xu. mor, 36(3):568-592, 2011. [doi]

Smooth sample average approximation of stationary points in nonsmooth stochastic optimization and applicationsHuifu Xu, Dali Zhang. mp, 119(2):371-401, 2009. [doi]

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