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

DOI10.1287/OPRE.2021.2248MaRDI QIDQ6152469zbMATH OpenFDO

Authors Junyi Liu, Jong-Shi Pang

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)

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