Pages that link to "Item:Q2031316"

The following pages link to Robust stochastic optimization with convex risk measures: a discretized subgradient scheme (Q2031316):

Displaying 9 items.

• Distributionally robust shortfall risk optimization model and its approximation (Q1739046) (← links)
• Distributionally robust discrete optimization with entropic Value-at-Risk (Q1785302) (← links)
• Multi-stage distributionally robust optimization with risk aversion (Q2031326) (← links)
• Inexact stochastic subgradient projection method for stochastic equilibrium problems with nonmonotone bifunctions: application to expected risk minimization in machine learning (Q2045021) (← links)
• A stochastic primal-dual method for optimization with conditional value at risk constraints (Q2046691) (← links)
• Risk-averse stochastic programming and distributionally robust optimization via operator splitting (Q2070402) (← links)
• A new data-driven robust optimization approach to multi-item newsboy problems (Q2083366) (← links)
• A stochastic subgradient method for distributionally robust non-convex and non-smooth learning (Q2159458) (← links)
• Statistical evaluation of a long-memory process using the generalized entropic value-at-risk (Q6626659) (← links)