Stochastic approximation for CVaR-based variational inequalities

Jasper Verbree, Ashish Cherukuri. Stochastic approximation for CVaR-based variational inequalities. In 59th IEEE Conference on Decision and Control, CDC 2020, Jeju Island, South Korea, December 14-18, 2020. pages 2216-2221, IEEE, 2020. [doi]

Authors

Jasper Verbree

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Ashish Cherukuri

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