Adaptive sampling strategies for risk-averse stochastic optimization with constraints.

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Bibliographic Details
Title: Adaptive sampling strategies for risk-averse stochastic optimization with constraints.
Authors: Beiser, Florian1 (AUTHOR), Keith, Brendan2 (AUTHOR), Urbainczyk, Simon3 (AUTHOR) su2004@hw.ac.uk, Wohlmuth, Barbara4 (AUTHOR)
Source: IMA Journal of Numerical Analysis. Nov2023, Vol. 43 Issue 6, p3729-3765. 37p.
Database: Mathematics Source
Description
ISSN:02724979
DOI:10.1093/imanum/drac083