APA (7th ed.) Citation

Chen, S., Pang, L., Ma, X., & Li, D. (2016). SAA method based on modified Newton method for stochastic variational inequality with second-order cone constraints and application in portfolio optimization. Mathematical Methods of Operations Research, 84(1), 129. https://doi.org/10.1007/s00186-016-0537-1

Chicago Style (17th ed.) Citation

Chen, Shuang, Li-Ping Pang, Xue-Fei Ma, and Dan Li. "SAA Method Based on Modified Newton Method for Stochastic Variational Inequality with Second-order Cone Constraints and Application in Portfolio Optimization." Mathematical Methods of Operations Research 84, no. 1 (2016): 129. https://doi.org/10.1007/s00186-016-0537-1.

MLA (9th ed.) Citation

Chen, Shuang, et al. "SAA Method Based on Modified Newton Method for Stochastic Variational Inequality with Second-order Cone Constraints and Application in Portfolio Optimization." Mathematical Methods of Operations Research, vol. 84, no. 1, 2016, p. 129, https://doi.org/10.1007/s00186-016-0537-1.