"Fast gradient descent method for Mean-CVaR optimization."

Garud Iyengar, Alfred Ka Chun Ma (2013)

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DOI: 10.1007/S10479-012-1245-8

access: closed

type: Journal Article

metadata version: 2020-08-13

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Garud Iyengar, Alfred Ka Chun Ma:
Fast gradient descent method for Mean-CVaR optimization. Ann. Oper. Res. 205(1): 203-212 (2013)

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