Risk-Averse Trajectory Optimization via Sample Average Approximation.
Thomas LewRiccardo BonalliMarco PavonePublished in: IEEE Robotics Autom. Lett. (2024)
Keyphrases
- risk averse
- stochastic programming
- risk neutral
- utility function
- optimization algorithm
- risk aversion
- decision makers
- optimization problems
- optimization methods
- sample average approximation
- constrained optimization
- optimization method
- linear program
- multi objective
- mathematical programming
- optimal solution
- portfolio management
- production system