Risk-averse Heteroscedastic Bayesian Optimization.

Anastasia Makarova Ilnura Usmanova Ilija Bogunovic Andreas Krause

Published in: CoRR (2021)

Keyphrases

risk averse
stochastic programming
risk neutral
optimization algorithm
utility function
risk aversion
decision makers
robust optimization
multi objective
optimization problems
optimization method
decision theory
efficient optimization
multistage
portfolio management