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]
@inproceedings{DeoM20,
title = {Optimizing tail risks using an importance sampling based extrapolation for heavy-tailed objectives},
author = {Anand Deo and Karthyek Murthy},
year = {2020},
doi = {10.1109/CDC42340.2020.9304026},
url = {https://doi.org/10.1109/CDC42340.2020.9304026},
researchr = {https://researchr.org/publication/DeoM20},
cites = {0},
citedby = {0},
pages = {1070-1077},
booktitle = {59th IEEE Conference on Decision and Control, CDC 2020, Jeju Island, South Korea, December 14-18, 2020},
publisher = {IEEE},
isbn = {978-1-7281-7447-1},
}