"Learning to optimize convex risk measures: The cases of utility-based ..."

Sumedh Gupte, Prashanth L. A., Sanjay P. Bhat (2025)

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DOI: 10.48550/ARXIV.2506.01101

access: open

type: Informal or Other Publication

metadata version: 2025-07-06

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  - journals/corr/abs-2506-01101
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  - https://dblp.org/rec/journals/corr/abs-2506-01101
Sumedh Gupte, Prashanth L. A., Sanjay P. Bhat:
Learning to optimize convex risk measures: The cases of utility-based shortfall risk and optimized certainty equivalent risk. CoRR abs/2506.01101 (2025)

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