XVII th Conference on Stochastic Programming

Détails pour Huifu Xu

Affiliation: The Chinese University of Hong Kong (CUHK) - Department of Systems Engineering & Engineering Management

Auteur des contributions suivantes:

• Condition Number Shrinkage by Joint Distributionally Robust Covariance-Precision Estimation
• Continuous and Monotone Bayesian Nash Equilibrium with Incomplete Information about Player's Risk Preferences