Value at risk for confidence level quantifications in robust engineering optimization

DOI10.1002/OCA.2061zbMath1290.49067OpenAlexW2133210616MaRDI QIDQ5418933

Bijan Mohammadi

Publication date: 30 May 2014

Published in: Optimal Control Applications and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/oca.2061

zbMATH Keywords

uncertaintyreliabilityinverse problemsshape optimization problemPareto frontvalue at risklow complexity robust optimizationover-solving

Mathematics Subject Classification ID

Sensitivity, stability, well-posedness (49K40) Optimization of shapes other than minimal surfaces (49Q10) Inverse problems in optimal control (49N45) Numerical methods in optimal control (49M99)

Related Items (4)

Controlling first four moments for robust optimization ⋮ Uncertainty quantification in littoral erosion ⋮ Uncertainty quantification by geometric characterization of sensitivity spaces ⋮ Parallel reverse time integration and reduced order models

Uses Software

• TAPENADE

Cites Work

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• Sparse grids
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• Equilibrium points in n -person games

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