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Sample average approximation with sparsity-inducing penalty for high-dimensional stochastic programming
Work
Year: 2018
Type: article
Source: Mathematical Programming
Authors Hongcheng Liu, Xue Wang, Tao Yao, Runze Li, Yinyu Ye
Institutions University of Florida, Pennsylvania State University, Stanford University
Cites: 38
Cited by: 10
Related to: 10
FWCI: 1.155
Citation percentile (by year/subfield): 73.02
Topic: Risk and Portfolio Optimization
Subfield: Management Science and Operations Research
Field: Decision Sciences
Domain: Social Sciences
Sustainable Development Goal Peace, justice, and strong institutions
Open Access status: green
Funders National Natural Science Foundation of China, Directorate for Engineering, Directorate for Mathematical and Physical Sciences, National Institute on Drug Abuse, National Institute on Drug Abuse
Grant IDS 71528005, 1300638, 1512422, P50 DA036107, P50 DA039838