"A Block Coordinate Ascent Algorithm for Mean-Variance Optimization."

Bo Liu et al. (2018)

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DOI: —

access: open

type: Informal or Other Publication

metadata version: 2019-05-10

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  - electronic edition @ arxiv.org (open access)
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  dblp key:
  - journals/corr/abs-1809-02292
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  persistent URL:
  - https://dblp.org/rec/journals/corr/abs-1809-02292
Bo Liu, Tengyang Xie, Yangyang Xu, Mohammad Ghavamzadeh, Yinlam Chow, Daoming Lyu, Daesub Yoon:
A Block Coordinate Ascent Algorithm for Mean-Variance Optimization. CoRR abs/1809.02292 (2018)

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