A Distributionally Robust Approach to Black-Box Optimization
Deciding how to represent and manage uncertainty is a vital part of designing complex systems. Widely used is a probabilistic approach—assigning a probability distribution to each uncertain variable. However, this presents the designer with the task of assuming or estimating these probability distri...
Main Authors: | , , |
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Other Authors: | |
Format: | Article |
Language: | en_US |
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American Institute of Aeronautics and Astronautics
2018
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Online Access: | http://hdl.handle.net/1721.1/116646 https://orcid.org/0000-0003-2156-9338 |