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