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Author

Kun Huang

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Preprint Sep 2026

Distributed risk-averse optimization via CVaR

A zeroth-order algorithm is developed that uses sampled losses to construct empirical CVaR estimates and their gradient estimates and establishes a finite-time expected suboptimality bound for the weighted ergodic iterate.

Si-Yi Wang, Kun Huang, Lei Xu et al. · 0 citations

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