William T. Ziemba, Solving Nonlinear Programming Problems with Stochastic Objective Functions, The Journal of Financial and Quantitative Analysis, Vol. 7, No. 3 (Jun., 1972), pp. 1809-1827 ...

Xiaoning Xu, Feng He, Rong Chen, Qingzhi Zhang, Solving non-linear portfolio optimization problems with interval analysis, The Journal of the Operational Research Society, Vol. 66, No. 6 (JUNE 2015), ...

To solve the problem, the authors use a partial outer convexification approach, which involves two stages: the solution of a (smoothed) nonlinear programming problem with dynamic constraints and a ...