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Safe Risk-averse Bayesian Optimization for Controller Tuning.
Christopher Koenig
Miks Ozols
Anastasia Makarova
Efe C. Balta
Andreas Krause
Alisa Rupenyan
Published in:
CoRR (2023)
Keyphrases
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risk averse
stochastic programming
risk neutral
utility function
risk aversion
decision makers
multistage
control system
optimization problems
optimization algorithm
control strategy
mathematical programming
portfolio management
efficient optimization
decision problems
optimal control