363 citations · 1.1k across the 50 of their papers we have counts for
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stat.ML2020★ 5 cited
Bayesian Optimization of Risk Measures
Sait Cakmak, Raul Astudillo, Peter Frazier +1
We consider Bayesian optimization of objective functions of the form , where is a black-box expensive-to-evaluate function and denotes either the VaR or CVaR…
cs.GT2020
Matching Queues, Flexibility and Incentives
Chiwei Yan, Francisco Castro, Peter Frazier +2
Problem definition: In many matching markets, some agents are fully flexible, while others only accept a subset of jobs. For example, ridesharing drivers can specify on the platfor…