TTRISK: Tensor train decomposition algorithm for risk averse optimization (Q6133042)
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scientific article; zbMATH DE number 7729588
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| English | 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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