Robust and Stochastic Optimization With a Hybrid Coherent Risk Measure With an Application to Supervised Learning

Shutian Liu, Quanyan Zhu. Robust and Stochastic Optimization With a Hybrid Coherent Risk Measure With an Application to Supervised Learning. IEEE Control Systems Letters, 5(3):965-970, 2021. [doi]

Authors

Shutian Liu

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Quanyan Zhu

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