1 citations · 1 across the 1 of their papers we have counts for
2 papers
math.OC2022★ 1 cited
Stochastic approximation approaches for CVaR-based variational inequalities
Jasper Verbree, Ashish Cherukuri
This paper considers variational inequalities (VI) defined by the conditional value-at-risk (CVaR) of uncertain functions and provides three stochastic approximation schemes to sol…
math.OC2020
Stochastic approximation of CVaR-based variational inequalities
Jasper Verbree, Ashish Cherukuri
In this paper we study variational inequalities (VI) defined by the conditional value-at-risk (CVaR) of uncertain functions. We introduce stochastic approximation schemes that empl…