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Solving Nonsmooth Nonconvex Compound Stochastic Programs with Applications to Risk Measure Minimization - MaRDI portal

Solving Nonsmooth Nonconvex Compound Stochastic Programs with Applications to Risk Measure Minimization (Q6339698)

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scientific article; zbMATH DE number 7639661
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English
Solving Nonsmooth Nonconvex Compound Stochastic Programs with Applications to Risk Measure Minimization
scientific article; zbMATH DE number 7639661

    Statements

    publication date
    29 April 2020
    0 references
    arXiv classification
    math.OC
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    author
    Junyi Liu
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    Ying Cui
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    Jong-Shi Pang
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    Identifiers

    arXiv ID
    2004.14342
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    zbMATH DE Number
    7639661
    0 references
     
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