DOI10.1287/opre.2021.2248MaRDI QIDQ6152469
Jong-Shi Pang, Junyi Liu
Publication date: 12 March 2024 Published in: Operations Research (Search for Journal in Brave)
zbMATH Keywords
optimizationconditional value at risknonconvex and nonsmooth stochastic optimizationrobust statistical learning
Mathematics Subject Classification ID
Mathematical programming (90Cxx)