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Optimization of Utility-Based Shortfall Risk: A Non-Asymptotic Viewpoint

Sumedh Gupte,Prashanth L. A.,Sanjay P. Bhat

IEEE Conference on Decision and Control（2024）

Cited 0|Views10
Key words
Utility-based shortfall risk,risk estimation,stochastic optimization,non-asymptotic bounds,stochastic gradient
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