Risk-Based Robust Statistical Learning by Stochastic Difference-of-Convex Value-Function Optimization

DOI10.1287/OPRE.2021.2248MaRDI QIDQ6152469FDOQ6152469

Authors: Junyi Liu, Jong-Shi Pang 

Publication date: 12 March 2024

Published in: Operations Research (Search for Journal in Brave)

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zbMATH Keywords

optimizationconditional value at risknonconvex and nonsmooth stochastic optimizationrobust statistical learning

Mathematics Subject Classification ID

Mathematical programming (90Cxx)

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