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...

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Bibliographic Details
Main Authors: Philpott, Andy, Kapteyn, Michael George, Willcox, Karen E
Other Authors: Massachusetts Institute of Technology. Department of Aeronautics and Astronautics
Format: Article
Language:en_US
Published: American Institute of Aeronautics and Astronautics 2018
Online Access:http://hdl.handle.net/1721.1/116646
https://orcid.org/0000-0003-2156-9338