We investigate risk-averse stochastic optimization problems with a risk-shaping constraint in the form of a stochastic-order relation. Both univariate and multivariate orders are considered. We extend ...
Harbir Antil, Professor, Mathematical Sciences; Director, Center for Mathematics and Artificial Intelligence (CMAI), received funding for the project: “Efficient Algorithms for Optimization Problems ...
If the entire graph is below the x-axis, all values are negative, and any peak (relative maximum) will also be negative. If ...