Risk-adverse optimization by Conditional Value-at-Risk and stochastic approximation - Archive ouverte HAL Access content directly
Conference Papers Year : 2022

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hal-03862057 , version 1 (28-11-2022)

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  • HAL Id : hal-03862057 , version 1

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Charles Audet, Jean Bigeon, Romain Couderc, Michael Kokkolaras. Risk-adverse optimization by Conditional Value-at-Risk and stochastic approximation. Journées de l'Optimisation 2022, GERAD, May 2022, Montréal, Canada. ⟨hal-03862057⟩
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