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Mathematical programming 1 Mathematische Optimierung 1 Modellierung 1 Optimization 1 Portfolio selection 1 Portfolio-Management 1 Risikoaversion 1 Risk aversion 1 Scientific modelling 1 Stochastic process 1 Stochastischer Prozess 1 Theorie 1 Theory 1 compositional optimization 1 misspecification 1 risk-averse optimization 1 stochastic optimization 1
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English 1
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Fang, Ethan X. 1 Shanbhag, Uday V. 1 Yang, Shuoguang 1
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Operations research 1
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Data-driven compositional optimization in misspecified regimes
Yang, Shuoguang; Fang, Ethan X.; Shanbhag, Uday V. - In: Operations research 73 (2025) 3, pp. 1395-1411
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