Risk-averse Heteroscedastic Bayesian Optimization.

Anastasia Makarova Ilnura Usmanova Ilija Bogunovic Andreas Krause

Published in: NeurIPS (2021)

Keyphrases

factor analysis
risk averse
portfolio management
stochastic programming
risk neutral
optimization algorithm
optimization problems
risk aversion
utility function
artificial intelligence
bayesian networks
decision makers
multistage
evolutionary algorithm
linear program