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Risk-Based Design Optimization Via Probability of Failure, Conditional Value-at-Risk, and Buffered Probability of Failure
16 references·0 citing·38 second hop
Risk-Based Design Optimization Via Probability of Failure, Conditional Value-at-Risk, and Buffered Probability of Failure (2020)Risk-Based Design Optimization Via Probab…Simulation and the Monte Carlo Method (2016)Simulation and the Monte Carl…Multidisciplinary Design Optimization Supported by Knowledge Based Engineering (2015)Multidisciplinary Design Opti…Engineering Decisions under Risk Averseness (2015)Engineering Decisions under R…Efficient Global Surrogate Modeling for Reliability-Based Design Optimization (2012)Efficient Global Surrogate Mo…Review of uncertainty-based multidisciplinary design optimization methods for aerospace vehicles (2011)Review of uncertainty-based m…An efficient surrogate-based method for computing rare failure probability (2011)An efficient surrogate-based …On buffered failure probability in design and optimization of structures (2010)On buffered failure probabili…Benchmark study of numerical methods for reliability-based design optimization (2009)Benchmark study of numerical …Conditional value at risk and related linear programming models for portfolio optimization (2006)Conditional value at risk and…Conditional value-at-risk for general loss distributions (2002)Conditional value-at-risk for…A Most Probable Point-Based Method for Efficient Uncertainty Analysis (2001)A Most Probable Point-Based M…Optimization of conditional value-at-risk (2000)Optimization of conditional v…Coherent Measures of Risk (1999)Coherent Measures of RiskMonetary and economic studies (1996)Monetary and economic studiesDerivatives of probability functions and some applications (1995)Derivatives of probability fu…Importance sampling in structural systems (1989)Importance sampling in struct…An Overview of Value at Risk (1997)Modelling Extremal Events (1997)Modeling and Forecasting Realized Volatility (2003)Theory of rational option pricing (2005)Exact and Invariant Second-Moment Code Format (1974)A New Study on Reliability-Based Design Optimization (1999)Sequential Optimization and Reliability Assessment Method for Efficient Probabilistic Design (2004)A survey on approaches for reliability-based optimization (2010)Reliability-based design optimization using kriging surrogates and subset simulation (2011)Surrogate-assisted reliability-based design optimization: a survey and a unified modular framework (2019)Fuzzy sets (1965)Fuzzy sets (1996)Global Sensitivity Analysis. The Primer (2007)Engineering Design with Digital Thread (2018)A Comparative Study of Metaheuristic Algorithms for Reliability-Based Design Optimization Problems (2020)A novel Kriging-model-assisted reliability-based multidisciplinary design optimization strategy and its application in the offshore wind turbine tower (2022)A new adaptive importance sampling scheme for reliability calculations (1999)A univariate dimension-reduction method for multi-dimensional integration in stochastic mechanics (2004)Metamodel-based importance sampling for structural reliability analysis (2013)Structural Reliability Analysis and Prediction (2017)PORTFOLIO SELECTION* (1952)Generalized deviations in risk analysis (2005)Twenty years of linear programming based portfolio optimization (2013)Mean-VaR portfolio optimization: A nonparametric approach (2017)Simulation and the Monte Carlo Method (2007)Modeling and optimization of risk (2010)The fundamental risk quadrangle in risk management, optimization and statistical estimation (2013)Lectures on Stochastic Programming (2009)Distributionally Robust Optimization Under Moment Uncertainty with Application to Data-Driven Problems (2010)Zombie Lending and Depressed Restructuring in Japan (2008)What Fiscal Policy Is Effective at Zero Interest Rates? (2011)Stories of the Twentieth Century for the Twenty-First (2012)Automobile Prices in Market Equilibrium (1995)Estimation of small failure probabilities in high dimensions by subset simulation (2001)Latin hypercube sampling and the propagation of uncertainty in analyses of complex systems (2003)On the coherence of expected shortfall (2002)Spectral measures of risk: A coherent representation of subjective risk aversion (2002)Making and Evaluating Point Forecasts (2011)
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References

  • 1999Coherent Measures of Risk8,849 cited
  • 2000Optimization of conditional value-at-risk6,722 cited
  • 2002Conditional value-at-risk for general loss distributions3,847 cited
  • 2016Simulation and the Monte Carlo Method3,424 cited
  • 1989Importance sampling in structural systems604 cited
  • 2011Review of uncertainty-based multidisciplinary design optimization methods for aerospace vehicles516 cited
  • 2009Benchmark study of numerical methods for reliability-based design optimization453 cited
  • 1996Monetary and economic studies375 cited
  • 2006Conditional value at risk and related linear programming models for portfolio optimization221 cited
  • 2010On buffered failure probability in design and optimization of structures177 cited
  • 2012Efficient Global Surrogate Modeling for Reliability-Based Design Optimization112 cited
  • 2015Multidisciplinary Design Optimization Supported by Knowledge Based Engineering111 cited
  • 2001A Most Probable Point-Based Method for Efficient Uncertainty Analysis106 cited
  • 2011An efficient surrogate-based method for computing rare failure probability105 cited
  • 1995Derivatives of probability functions and some applications103 cited

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  • 2015Engineering Decisions under Risk Averseness101 cited
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