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"Optimizing tail risks using an importance sampling based extrapolation for ..."

Anand Deo, Karthyek Murthy (2020)

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DOI: 10.1109/CDC42340.2020.9304026

access: closed

type: Conference or Workshop Paper

metadata version: 2023-08-06

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Anand Deo, Karthyek Murthy:
Optimizing tail risks using an importance sampling based extrapolation for heavy-tailed objectives. CDC 2020: 1070-1077

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