Optimizing tail risks using an importance sampling based extrapolation for heavy-tailed objectives - researchr publication authors

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Anand Deo, Karthyek Murthy. Optimizing tail risks using an importance sampling based extrapolation for heavy-tailed objectives. In 59th IEEE Conference on Decision and Control, CDC 2020, Jeju Island, South Korea, December 14-18, 2020. pages 1070-1077, IEEE, 2020. [doi]

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