Sample Average Approximation for Stochastic Programming with Equality Constraints
Riccardo Bonalli, Marco Pavone, Thomas Lew
Citations
8 citations
Journal
SIAM Journal on Optimization
Topics
Risk and Portfolio Optimization
Field-Weighted Citation Impact (FWCI)
3.92
article
Sample Average Approximation for Stochastic Programming with Equality Constraints
Riccardo Bonalli, Marco Pavone, Thomas Lew
article en
8 citations
Abstract
No abstract available for this paper.
Publication Tag
SIAM Journal on OptimizationVol. 34(4)
Institutions
Centre National de la Recherche Scientifique (FR), Vaughn College of Aeronautics and Technology (US), Université Paris-Saclay (FR), CentraleSupélec (FR), Stanford University (US)
Funders
National Science Foundation, National Aeronautics and Space Administration, Nvidia, Agence Nationale de la Recherche, Nuclear Safety and Security Commission, King Abdulaziz City for Science and Technology