2 papers
math.OC2024
The augmented weak sharpness of solution sets in equilibrium problems
Ruyu Wang, Wenling Zhao, Daojin Song +1
This study delves into equilibrium problems, focusing on the identification of finite solutions for feasible solution sequences. We introduce an innovative extension of the weak sh…
math.OC2023
A distributionally robust index tracking model with the CVaR penalty: tractable reformulation
Ruyu Wang, Yaozhong Hu, Chao Zhang
We propose a distributionally robust index tracking model with the conditional value-at-risk (CVaR) penalty. The model combines the idea of distributionally robust optimization for…