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New paper on risk-averse optimization

Posted in News Archive

Check our new working paper titled Recursive Optimization of Convex Risk Measures: Mean-Semideviation Models, available for download through this website. This is about the development and analysis of efficient subgradient-based computational methods for risk-averse optimization.

Updates to the technical content will be uploaded, as needed.

The paper will soon be available on Arxiv (math.OC), as well.