Fast gradient descent method for Mean-CVaR optimization
| Year of publication: |
2013
|
|---|---|
| Authors: | Iyengar, Garud ; Ma, Alfred Ka Chun |
| Published in: |
Annals of operations research. - New York, NY [u.a.] : Springer Science + Business Media, ISSN 0254-5330, ZDB-ID 2526293. - Vol. 205.2013, 1, p. 203-212
|