Strong Duality in Risk-Constrained Nonconvex Functional Programming

arXiv:2206.11948 · math.OC, cs.IT, cs.SY, eess.SP, eess.SY, math.IT · Submitted 2022-06-23 · Read on arXiv

math.OC, cs.IT, cs.SY, eess.SP, eess.SY, math.IT

Submitted: 2022-06-23

Updated: 2026-09-17

Terminology

• Generalization — 8× in this paper · explained in 13 episodes
• Core — 6× in this paper · explained in 2 episodes
• Conditional Value-at-Risk — 4× in this paper
• Loss Function — 3× in this paper · explained in 2 episodes
• Hilbert Space — 2× in this paper · explained in 2 episodes
• Interpretability — 2× in this paper · explained in 15 episodes
• Society for Industrial and Applied Mathematics — 2× in this paper
• Access Point — 1× in this paper
• Accuracy — 1× in this paper · explained in 1 episode
• Large Reproducing Kernel Hilbert Spaces — 1× in this paper
• Verification — 1× in this paper · explained in 2 episodes

Sources

• Recursive Optimization of Convex Risk Measures: Mean-Semideviation Models

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