Tengyang Xie, Bo Liu, Yangyang Xu, Mohammad Ghavamzadeh, Yinlam Chow, Daoming Lyu, Daesub Yoon. A Block Coordinate Ascent Algorithm for Mean-Variance Optimization. In Samy Bengio, Hanna M. Wallach, Hugo Larochelle, Kristen Grauman, Nicolò Cesa-Bianchi, Roman Garnett, editors, Advances in Neural Information Processing Systems 31: Annual Conference on Neural Information Processing Systems 2018, NeurIPS 2018, 3-8 December 2018, Montréal, Canada. pages 1073-1083, 2018. [doi]
@inproceedings{XieLXGCLY18,
title = {A Block Coordinate Ascent Algorithm for Mean-Variance Optimization},
author = {Tengyang Xie and Bo Liu and Yangyang Xu and Mohammad Ghavamzadeh and Yinlam Chow and Daoming Lyu and Daesub Yoon},
year = {2018},
url = {http://papers.nips.cc/paper/7384-a-block-coordinate-ascent-algorithm-for-mean-variance-optimization},
researchr = {https://researchr.org/publication/XieLXGCLY18},
cites = {0},
citedby = {0},
pages = {1073-1083},
booktitle = {Advances in Neural Information Processing Systems 31: Annual Conference on Neural Information Processing Systems 2018, NeurIPS 2018, 3-8 December 2018, Montréal, Canada},
editor = {Samy Bengio and Hanna M. Wallach and Hugo Larochelle and Kristen Grauman and Nicolò Cesa-Bianchi and Roman Garnett},
}