Fast gradient descent method for Mean-CVaR optimization.
| Autor: | Iyengar, Garud1 garud@ieor.columbia.edu, Ma, Alfred alfredkcma@cuhk.edu.hk |
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| Zdroj: | Annals of Operations Research. May2013, Vol. 205 Issue 1, p203-212. 10p. 6 Charts. |
| Databáze: | Business Source Ultimate |
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