Value-at-Risk Optimization with Gaussian Processes

Author(s)
Nguyen, Quoc Phong; Dai, Zhongxiang; Low, Bryan Kian Hsiang; Jaillet, Patrick
Thumbnail
DownloadPublished version (1.280Mb)
Publisher Policy
Terms of use
Article is made available in accordance with the publisher's policy and may be subject to US copyright law. Please refer to the publisher's site for terms of use.
Metadata
Show full item record
Date issued
2021
URI
https://hdl.handle.net/1721.1/143695
Department
Massachusetts Institute of Technology. Department of Electrical Engineering and Computer Science
Journal
INTERNATIONAL CONFERENCE ON MACHINE LEARNING, VOL 139
Citation
Nguyen, Quoc Phong, Dai, Zhongxiang, Low, Bryan Kian Hsiang and Jaillet, Patrick. 2021. "Value-at-Risk Optimization with Gaussian Processes." INTERNATIONAL CONFERENCE ON MACHINE LEARNING, VOL 139, 139.
Version: Final published version
Collections