A stochastic primal-dual method for optimization with conditional value at risk constraints (Q2046691)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A stochastic primal-dual method for optimization with conditional value at risk constraints |
scientific article |
Statements
A stochastic primal-dual method for optimization with conditional value at risk constraints (English)
0 references
18 August 2021
0 references
primal-dual optimization
0 references
stochastic optimization
0 references
risk-sensitive optimization
0 references
conditional value at risk
0 references
0 references
0 references
0 references
0 references
