Mini-Batch Risk Forms (Q6157997)

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scientific article; zbMATH DE number 7700277
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Mini-Batch Risk Forms
scientific article; zbMATH DE number 7700277

    Statements

    title
    Mini-Batch Risk Forms (English)
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    author
    Dentcheva, Darinka
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    Ruszczyński, Andrzej
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    publication date
    22 June 2023
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    zbMATH Keywords
    risk measures
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    empirical estimates
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    dual representation
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    stochastic subgradients
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    Wasserstein metric
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    error bounds
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    cites work
    Set-valued analysis
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    Curves of Descent
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    Stochastic Finance
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    Q3141900
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    Q4998920
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    Q5531649
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    Q4552656
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    Q3775322
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    Q3528030
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    Q4830009
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    Optimal Transport
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    Identifiers

    DOI
    10.1137/22m1503774
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    Mathematics Subject Classification ID
    90C15
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    90C48
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    49J52
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    60F99
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    zbMATH DE Number
    7700277
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    OpenAlex ID
    W4379107517
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