A primal-dual algorithm for risk minimization
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Publication:2133418
DOI10.1007/s10107-020-01608-9zbMath1500.90035OpenAlexW3128112448MaRDI QIDQ2133418
Thomas M. Surowiec, Drew P. Kouri
Publication date: 29 April 2022
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10107-020-01608-9
Numerical optimization and variational techniques (65K10) Stochastic programming (90C15) Optimal stochastic control (93E20)
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Uses Software
Cites Work
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