Stochastic Optimization for Spectral Risk Measures

10 December 2022

Papers citing "Stochastic Optimization for Spectral Risk Measures"

5 / 5 papers shown

Title
SOREL: A Stochastic Algorithm for Spectral Risks Minimization Yuze Ge Rujun Jiang 33 0 0 19 Jul 2024
$The Unfairness of $\varepsilon$-Fairness$ The Unfairness of $\varepsilon$ -Fairness T. Fadina Thorsten Schmidt 22 0 0 15 May 2024
Efficient Algorithms for Empirical Group Distributional Robust Optimization and Beyond Dingzhi Yu Yu-yan Cai Wei Jiang Lijun Zhang 41 5 0 06 Mar 2024
Tailoring to the Tails: Risk Measures for Fine-Grained Tail Sensitivity Christian Frohlich Robert C. Williamson 14 5 0 05 Aug 2022
Incremental Majorization-Minimization Optimization with Application to Large-Scale Machine Learning Julien Mairal 60 317 0 18 Feb 2014