基于扩展多面体风险度量的风险厌恶凸随机规划的多步随机镜像下降法

Multistep stochastic mirror descent for risk-averse convex stochastic programs based on extended polyhedral risk measures

Mathematical Programming · 2016
被引 9
ABS 4
随机优化风险度量凸规划随机梯度下降数学优化