Search Results for author: Tirtho Sarker

Found 1 papers, 0 papers with code

Combining Retrospective Approximation with Importance Sampling for Optimising Conditional Value at Risk

no code implementations26 Jun 2022 Anand Deo, Karthyek Murthy, Tirtho Sarker

This paper investigates the use of retrospective approximation solution paradigm in solving risk-averse optimization problems effectively via importance sampling (IS).

Computational Efficiency

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