Bi-fidelity conditional value-at-risk estimation by dimensionally decomposed generalized polynomial chaos expansion.
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| Title: | Bi-fidelity conditional value-at-risk estimation by dimensionally decomposed generalized polynomial chaos expansion. |
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| 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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| ISSN: | 1615147X |
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| DOI: | 10.1007/s00158-022-03477-6 |