Pages that link to "Item:Q3395019"
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The following pages link to A Minimax Theorem with Applications to Machine Learning, Signal Processing, and Finance (Q3395019):
Displayed 12 items.
- Distributed convergence to Nash equilibria in two-network zero-sum games (Q522807) (← links)
- Robust generalized eigenvalue classifier with ellipsoidal uncertainty (Q744726) (← links)
- Portfolio concentration, portfolio inertia, and ambiguous correlation (Q2155229) (← links)
- Regularized robust optimization: the optimal portfolio execution case (Q2376119) (← links)
- Linear Models Based on Noisy Data and the Frisch Scheme (Q2808247) (← links)
- Robust Rayleigh Quotient Minimization and Nonlinear Eigenvalue Problems (Q4553786) (← links)
- New Primal-Dual Algorithms for a Class of Nonsmooth and Nonlinear Convex-Concave Minimax Problems (Q5043287) (← links)
- Data-driven distributionally robust risk parity portfolio optimization (Q5058398) (← links)
- Convex Optimization for Group Feature Selection in Networked Data (Q5139860) (← links)
- Matrix Support Functionals for Inverse Problems, Regularization, and Learning (Q5258946) (← links)
- A survey of nonlinear robust optimization (Q5882395) (← links)
- Two-timescale recurrent neural networks for distributed minimax optimization (Q6057968) (← links)