Simulation optimization of risk measures with adaptive risk levels

Document Details

Document Type
Pub Defense Publication
Publication Date
Nov 25, 2017
Source ID
10.1007/s10898-017-0588-8

Entities

People

  • Enlu Zhou
  • Helin Zhu
  • Joshua Hale

Organizations

  • Air Force Office of Scientific Research
  • National Science Foundation Directorate for Engineering