Hailin Sun, Huifu Xu, Yong Wang. Asymptotic Analysis of Sample Average Approximation for Stochastic Optimization Problems with Joint Chance Constraints via Conditional Value at Risk and Difference of Convex Functions. J. Optimization Theory and Applications, 161(1):257-284, 2014. [doi]
@article{SunXW14-0,
title = {Asymptotic Analysis of Sample Average Approximation for Stochastic Optimization Problems with Joint Chance Constraints via Conditional Value at Risk and Difference of Convex Functions},
author = {Hailin Sun and Huifu Xu and Yong Wang},
year = {2014},
doi = {10.1007/s10957-012-0127-1},
url = {http://dx.doi.org/10.1007/s10957-012-0127-1},
researchr = {https://researchr.org/publication/SunXW14-0},
cites = {0},
citedby = {0},
journal = {J. Optimization Theory and Applications},
volume = {161},
number = {1},
pages = {257-284},
}