Bi-fidelity conditional value-at-risk estimation by dimensionally decomposed generalized polynomial chaos expansion.

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Bibliographic Details
Title: Bi-fidelity conditional value-at-risk estimation by dimensionally decomposed generalized polynomial chaos expansion.
Authors: Lee, Dongjin1 (AUTHOR) dongjin-lee@ucsd.edu, Kramer, Boris1 (AUTHOR)
Source: Structural & Multidisciplinary Optimization. Feb2023, Vol. 66 Issue 2, p1-20. 20p.
Database: Mathematics Source
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Description
ISSN:1615147X
DOI:10.1007/s00158-022-03477-6