Conference Papers Year : 2022

Risk-adverse optimization by Conditional Value-at-Risk and stochastic approximation

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Mathematics [math] Engineering Sciences [physics]
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Jean Bigeon  : Connect in order to contact the contributor

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Submitted on : Monday, November 28, 2022-2:22:25 PM

Last modification on : Wednesday, December 18, 2024-9:25:56 AM

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

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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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