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]
@article{LiuZ21,
title = {Robust and Stochastic Optimization With a Hybrid Coherent Risk Measure With an Application to Supervised Learning},
author = {Shutian Liu and Quanyan Zhu},
year = {2021},
doi = {10.1109/LCSYS.2020.3007645},
url = {https://doi.org/10.1109/LCSYS.2020.3007645},
researchr = {https://researchr.org/publication/LiuZ21},
cites = {0},
citedby = {0},
journal = {IEEE Control Systems Letters},
volume = {5},
number = {3},
pages = {965-970},
}