Risk-Averse Trajectory Optimization via Sample Average Approximation.

Thomas Lew Riccardo Bonalli Marco Pavone

Published in: CoRR (2023)

Keyphrases

risk averse
stochastic programming
risk neutral
risk aversion
optimization algorithm
utility function
decision makers
optimization method
sample average approximation
optimization problems
multistage
portfolio management
linear program
stochastic model
bayesian networks
multi objective
objective function