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Asymptotic Analysis of Sample Average Approximation for Stochastic Optimization Problems with Joint Chance Constraints via Conditional Value at Risk and Difference of Convex Functions.

Hailin SunHuifu XuYong Wang
Published in: J. Optim. Theory Appl. (2014)
Keyphrases
  • convex functions
  • asymptotic analysis
  • linear program
  • objective function
  • convex sets
  • optimality conditions
  • stochastic model
  • linear programming
  • support vector
  • sensitivity analysis
  • primal dual