@inproceedings{ablockcoordinateascentalgorithmformean,
  title = {A Block Coordinate Ascent Algorithm for Mean-Variance Optimization},
  author = {Bo Liu and Tengyang Xie and Yangyang Xu and Mohammad Ghavamzadeh and Yin-Lam Chow and Daoming Lyu and Daesub Yoon},
  year = {2018},
  booktitle = {NeurIPS 2018 12},
  eprint = {1809.02292},
  archivePrefix = {arXiv},
  url = {http://arxiv.org/abs/1809.02292v3},
}