Regularized distributionally robust optimization with application to the index tracking problem (Q6573374)
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scientific article; zbMATH DE number 7881819
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| English | Regularized distributionally robust optimization with application to the index tracking problem |
scientific article; zbMATH DE number 7881819 |
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Regularized distributionally robust optimization with application to the index tracking problem (English)
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16 July 2024
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nonconvex optimization
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distributional robustness
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sparse optimization
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index tracking problem
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