Online Estimation and Optimization of Utility-Based Shortfall Risk.
Arvind S. MenonPrashanth L. A.Krishna P. JagannathanPublished in: CoRR (2021)
Keyphrases
- online learning
- optimization problems
- parameter estimation
- optimization method
- global optimization
- real time
- accurate estimation
- optimization process
- constrained optimization
- discrete optimization
- estimation accuracy
- monte carlo simulation
- density estimation
- high risk
- parametric models
- online communities
- optimization algorithm
- mobile robot
- decision making