TTRISK: Tensor train decomposition algorithm for risk averse optimization (Q6133042)

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scientific article; zbMATH DE number 7729588
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TTRISK: Tensor train decomposition algorithm for risk averse optimization
scientific article; zbMATH DE number 7729588

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    TTRISK: Tensor train decomposition algorithm for risk averse optimization (English)
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    17 August 2023
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    CVaR
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    full space
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    preconditioner
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    reduced space
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    risk measures
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    tensor train
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    TTRISK
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