First order asymptotics of the sample average approximation method to solve risk averse stochastic programs
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Publication:6634525
DOI10.1007/s10107-023-02036-1MaRDI QIDQ6634525
Publication date: 7 November 2024
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
covering numberssample average approximationabsolute semideviationsdivergence risk measuresrisk averse stochastic program
Cites Work
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