Pages that link to "Item:Q4611521"
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The following pages link to Conditional-Value-at-Risk Estimation via Reduced-Order Models (Q4611521):
Displayed 8 items.
- Adaptive Reduced-Order Model Construction for Conditional Value-at-Risk Estimation (Q3296925) (← links)
- Wasserstein Sensitivity of Risk and Uncertainty Propagation (Q5097853) (← links)
- Optimal Neumann Boundary Control of a Vibrating String with Uncertain Initial Data and Probabilistic Terminal Constraints (Q5117357) (← links)
- A Multifidelity Quantile-Based Approach for Confidence Sets of Random Excursion Sets with Application to Ice-Sheet Dynamics (Q5119633) (← links)
- An Interior-Point Approach for Solving Risk-Averse PDE-Constrained Optimization Problems with Coherent Risk Measures (Q5148402) (← links)
- An Efficient, Globally Convergent Method for Optimization Under Uncertainty Using Adaptive Model Reduction and Sparse Grids (Q5237179) (← links)
- Meta variance reduction for Monte Carlo estimation of energetic particle confinement during stellarator optimization (Q6087957) (← links)
- Context-Aware Surrogate Modeling for Balancing Approximation and Sampling Costs in Multifidelity Importance Sampling and Bayesian Inverse Problems (Q6109165) (← links)