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First order asymptotics of the sample average approximation method to solve risk averse stochastic programs.

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Bibliographic Details
Title: First order asymptotics of the sample average approximation method to solve risk averse stochastic programs.
Authors: Krätschmer, Volker1, volker.kraetschmer@uni-due.de
Source: Mathematical Programming; Nov2024, Vol. 208 Issue 1/2, p209-242, 34p
Database: Applied Science & Technology Source
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Description
ISSN:00255610
DOI:10.1007/s10107-023-02036-1