Robust and Stochastic Optimization with a Hybrid Coherent Risk Measure with an Application to Supervised Learning

Mathematics

• Coherent Risk Measures 100%
• Supervised Learning 95%
• Robust Optimization 89%
• Risk Measures 82%
• Stochastic Optimization 78%
• Sample Average Approximation 32%
• Optimization Techniques 25%
• Framework 25%
• Machine Learning 24%
• Trade-offs 22%
• Decision Making 22%
• Scenarios 20%
• Uncertainty 18%
• Robustness 18%
• Optimization Problem 15%
• Formulation 14%
• Approximation 11%

Engineering & Materials Science

• Machine learning 12%
• Decision making 12%
• Uncertainty 10%