Conditional Value-at-Risk Regularization of Exceedance Functionals: Analysis, Duality, and Numerical Approximation
Published in In preparation, 2026
This work studies CVaR regularization of exceedance functionals in the context of inverse problems and variational regularization. The focus is on the analysis of CVaR-type regularizers for controlling extreme values, including duality structure, structural properties, and numerical approximation.
With H. Antil and B. Bustos. (In preparation)
Recommended citation: Antil, H., Bustos, B., and Jain, A. (2026). "Conditional Value-at-Risk Regularization of Exceedance Functionals: Analysis, Duality, and Numerical Approximation." In preparation.