Zeroth-Order Stochastic Compositional Algorithms for Risk-Aware Learning
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Publication:5071109
DOI10.1137/20M1315403zbMath1490.90203arXiv1912.09484MaRDI QIDQ5071109
Dionysios S. Kalogerias, Warren B. Powell
Publication date: 20 April 2022
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1912.09484
risk measuresrisk-averse optimizationstochastic gradient methodscompositional optimizationzeroth-order methodsmean-upper-semideviationrisk-aware learning
Convex programming (90C25) Stochastic programming (90C15) Approximation methods and heuristics in mathematical programming (90C59) Computational methods for problems pertaining to operations research and mathematical programming (90-08)
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