Data-Driven Optimization of Reward-Risk Ratio Measures.

Ran Ji Miguel A. Lejeune

Published in: INFORMS J. Comput. (2021)

Keyphrases

data driven
risk measures
optimization algorithm
optimization process
optimization problems
global optimization
risk management
discrete optimization
high risk
reinforcement learning
risk averse
case study
optimization method
constrained optimization
risk assessment
minimum risk