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Somayeh Moazeni
Information about the author Somayeh Moazeni will soon be added to the site.
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2 papers
in total
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Parallel Nonstationary Direct Policy Search for Risk-Averse Stochastic Optimization
2017
This paper presents an algorithmic strategy to nonstationary policy search for...
Regularized robust optimization: the optimal portfolio execution case
2013
An uncertainty set is a crucial component in robust optimization. Unfortunately, it is...
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