Recursive Optimization of Convex Risk Measures: Mean-Semideviation Models

2 April 2018

Papers citing "Recursive Optimization of Convex Risk Measures: Mean-Semideviation Models"

5 / 5 papers shown

Title
Quantile Multi-Armed Bandits: Optimal Best-Arm Identification and a Differentially Private Scheme Konstantinos E. Nikolakakis Dionysios S. Kalogerias Or Sheffet Anand D. Sarwate 60 11 0 11 Jun 2020
Probably Approximately Correct Constrained Learning Luiz F. O. Chamon Alejandro Ribeiro 74 42 0 09 Jun 2020
A Stochastic Subgradient Method for Distributionally Robust Non-Convex Learning Mert Gurbuzbalaban A. Ruszczynski Landi Zhu 50 9 0 08 Jun 2020
The empirical duality gap of constrained statistical learning Luiz F. O. Chamon Santiago Paternain Miguel Calvo-Fullana Alejandro Ribeiro 53 9 0 12 Feb 2020
Risk-Aware MMSE Estimation Dionysios S. Kalogerias Luiz F. O. Chamon George J. Pappas Alejandro Ribeiro 21 4 0 06 Dec 2019