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The FA–SAA Algorithm for CVaR Optimization.

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Bibliographic Details
Title: The FA–SAA Algorithm for CVaR Optimization.
Authors: Lin, Nifei1 (AUTHOR) nflin19@fudan.edu.cn, Jeff Hong, L.2 (AUTHOR) lhong@umn.edu
Source: Asia-Pacific Journal of Operational Research. Dec2025, Vol. 42 Issue 6, p1-23. 23p.
Database: Business Source Ultimate
Description
ISSN:02175959
DOI:10.1142/S0217595925400020