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Convergence analysis of stationary points in sample average approximation of stochastic programs with second order stochastic dominance constraints.
Hailin Sun
Huifu Xu
Published in:
Math. Program. (2014)
Keyphrases
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convergence analysis
stationary points
sample average approximation
stochastic dominance
optimality conditions
global convergence
nonlinear programming
constrained optimization
objective function
convergence rate
global optimum
lower level
fixed point
approximation methods