数学杂志2025,Vol.45Issue(2):P.111-121,11.
GENERALIZATION ANALYSIS FOR CVaR-BASED MINIMAX REGRET OPTIMIZATION
摘要
关键词
Minimax regret optimization(MRO)/conditional value at risk(CVaR)/distri-bution shift/generalization error分类
数理科学引用本文复制引用
TAO Yan-fang,DENG Hao..GENERALIZATION ANALYSIS FOR CVaR-BASED MINIMAX REGRET OPTIMIZATION[J].数学杂志,2025,45(2):P.111-121,11.基金项目
Supported by Education Science Planning Project of Hubei Province(2020GB198) (2020GB198)
Natural Science Foundation of Hubei Province(2023AFB523). (2023AFB523)