Data-driven compositional optimization in misspecified regimes
Shuoguang Yang, Ethan X. Fang, Uday V. Shanbhag
| Year of publication: |
2025
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|---|---|
| Authors: | Yang, Shuoguang ; Fang, Ethan X. ; Shanbhag, Uday V. |
| Published in: |
Operations research. - Linthicum, Md. : INFORMS, ISSN 1526-5463, ZDB-ID 2019440-7. - Vol. 73.2025, 3, p. 1395-1411
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| Subject: | Optimization | stochastic optimization | risk-averse optimization | compositional optimization | misspecification | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Stochastischer Prozess | Stochastic process | Portfolio-Management | Portfolio selection | Risikoaversion | Risk aversion | Modellierung | Scientific modelling |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/opre.2021.0295 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015445760