A primal-dual algorithm for risk minimization (Q2133418)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A primal-dual algorithm for risk minimization |
scientific article |
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A primal-dual algorithm for risk minimization (English)
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29 April 2022
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risk-averse optimization
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coherent risk measures
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stochastic optimization
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method of multipliers
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