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Robust SGLD algorithm for solving non-convex distributionally robust optimisation problems

Fuente: arXiv

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Bibliographic Details
Main Authors:	Neufeld, Ariel, En, Matthew Ng Cheng, Zhang, Ying
Format:	Preprint
Published:	2024
Subjects:	Optimization and Control Probability Mathematical Finance
Online Access:	Acceder al recurso
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