Value-at-Risk Optimization with Gaussian Processes
Quoc Phong Nguyen 1 Zhongxiang Dai 1 Bryan Kian Hsiang Low 1 Patrick Jaillet 2
Abstract uncertainty in Z can be controlled via the mean-variance
Value-at-risk (VA R) is an established measure optimization framework (Iwazaki et al., 2020), value-at-risk
to assess risks in critical real-world applications (VA R), or conditional value-at-risk (CVA R) (Cakmak et al.,
with random environmental ...


雷达卡




京公网安备 11010802022788号







