Value-at-Risk Optimization with Gaussian Processes

Bibliographic Details
Main Authors:	Nguyen, Quoc Phong, Dai, Zhongxiang, Low, Bryan Kian Hsiang, Jaillet, Patrick
Other Authors:	Massachusetts Institute of Technology. Department of Electrical Engineering and Computer Science
Format:	Article
Language:	English
Published:	2022
Online Access:	https://hdl.handle.net/1721.1/143695

Description
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