2 citations · 2 across the 15 of their papers we have counts for
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math.OC2018
Risk Forms: Representation, Disintegration, and Application to Partially Observable Two-Stage Systems
Darinka Dentcheva, Andrzej Ruszczynski
We introduce the concept of a risk form, which is a real functional of two arguments: a measurable function on a Polish space and a measure on that space. We generalize the duality…
stat.ML2018
Risk-Averse Classification
Constantine Vitt, Darinka Dentcheva, Hui Xiong
We develop a new approach to solving classification problems, which is bases on the theory of coherent measures of risk and risk sharing ideas. The proposed approach aims at design…