Optimization of utility-based shortfall risk: A non-asymptotic viewpoint.

Sumedh Gupte Prashanth L. A.Sanjay P. Bhat

Published in: CoRR (2023)

Keyphrases

viewpoint
optimization algorithm
optimization problems
optimization process
discrete optimization
d objects
optimization model
optimization method
global optimization
risk management
decision model
risk averse
minimum risk