Efficient estimation of a risk measure requiring two-stage simulation optimization.
Tianxiang WangJie XuJian-Qiang HuChun-Hung ChenPublished in: Eur. J. Oper. Res. (2023)
Keyphrases
- multi agent
- computationally efficient
- cost effective
- global optimization
- case study
- efficient computation
- computationally expensive
- density estimation
- accurate estimation
- machine learning
- constrained optimization
- monte carlo simulation
- optimization method
- least squares
- video sequences
- reinforcement learning
- artificial intelligence