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Efficient global estimation of conditional-value-at-risk through stochastic kriging and extreme value theory

Fuente: arXiv

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Detalles Bibliográficos
Autores principales:	Khayyer, Armin, Vinel, Alexander, Kennedy, Joseph J.
Formato:	Preprint
Publicado:	2024
Materias:	Methodology Optimization and Control 62-08
Acceso en línea:	Acceder al recurso
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

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