Threshold value of the penalty parameter in the minimization of \(L_1\)-penalized conditional value-at-risk (Q1950060): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claim: author (P16): Item:Q380576 |
||
| Property / author | |||
| Property / author: Tanya Tarnopolskaya / rank | |||
Revision as of 05:00, 14 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Threshold value of the penalty parameter in the minimization of \(L_1\)-penalized conditional value-at-risk |
scientific article |
Statements
Threshold value of the penalty parameter in the minimization of \(L_1\)-penalized conditional value-at-risk (English)
0 references
24 May 2013
0 references
conditional value-at-risk (CVaR)
0 references
\(L_1\)-penalization
0 references
threshold value of the penalty parameter
0 references
linear programming
0 references
