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On buffered failure probability in design and optimization of structures

Citations

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Cited by:

  1. Chang, Kuo-Hao & Cuckler, Robert & Lee, Song-Lin & Lee, Loo Hay, 2022. "Discrete conditional-expectation-based simulation optimization: Methodology and applications," European Journal of Operational Research, Elsevier, vol. 298(1), pages 213-228.
  2. Byun, Ji-Eun & de Oliveira, Welington & Royset, Johannes O., 2023. "S-BORM: Reliability-based optimization of general systems using buffered optimization and reliability method," Reliability Engineering and System Safety, Elsevier, vol. 236(C).
  3. L. Jeff Hong & Zhaolin Hu & Liwei Zhang, 2014. "Conditional Value-at-Risk Approximation to Value-at-Risk Constrained Programs: A Remedy via Monte Carlo," INFORMS Journal on Computing, INFORMS, vol. 26(2), pages 385-400, May.
  4. Justin R. Davis & Stan Uryasev, 2016. "Analysis of tropical storm damage using buffered probability of exceedance," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, vol. 83(1), pages 465-483, August.
  5. Alcántara Mata, Antonio & Ruiz Mora, Carlos, 2022. "On data-driven chance constraint learning for mixed-integer optimization problems," DES - Working Papers. Statistics and Econometrics. WS 35425, Universidad Carlos III de Madrid. Departamento de Estadística.
  6. Gregorio M. Sempere & Welington Oliveira & Johannes O. Royset, 2025. "A Proximal-Type Method for Nonsmooth and Nonconvex Constrained Minimization Problems," Journal of Optimization Theory and Applications, Springer, vol. 204(3), pages 1-30, March.
  7. Villanueva, D. & Haftka, R.T. & Sankar, B.V., 2014. "Accounting for future redesign to balance performance and development costs," Reliability Engineering and System Safety, Elsevier, vol. 124(C), pages 56-67.
  8. Crespo, Luis G. & Stanford, Bret K. & Alexandrov, Natalia, 2026. "A data-driven approach to risk-aware robust design," Reliability Engineering and System Safety, Elsevier, vol. 265(PB).
  9. Rocchetta, Roberto & Crespo, Luis G., 2021. "A scenario optimization approach to reliability-based and risk-based design: Soft-constrained modulation of failure probability bounds," Reliability Engineering and System Safety, Elsevier, vol. 216(C).
  10. Junyi Liu & Ying Cui & Jong-Shi Pang, 2022. "Solving Nonsmooth and Nonconvex Compound Stochastic Programs with Applications to Risk Measure Minimization," Mathematics of Operations Research, INFORMS, vol. 47(4), pages 3051-3083, November.
  11. Pertaia, Giorgi & Prokhorov, Artem & Uryasev, Stan, 2022. "A new approach to credit ratings," Journal of Banking & Finance, Elsevier, vol. 140(C).
  12. Matthew Norton & Valentyn Khokhlov & Stan Uryasev, 2021. "Calculating CVaR and bPOE for common probability distributions with application to portfolio optimization and density estimation," Annals of Operations Research, Springer, vol. 299(1), pages 1281-1315, April.
  13. Abate, Arega Getaneh & Riccardi, Rossana & Ruiz, Carlos, 2021. "Contracts in electricity markets under EU ETS: A stochastic programming approach," Energy Economics, Elsevier, vol. 99(C).
  14. Johan René Dorp & Ekundayo Shittu, 2025. "Modeling heavy-tails with two-piece Burr distributions via conditional values-at-risk," METRON, Springer;Sapienza Università di Roma, vol. 83(2), pages 151-182, August.
  15. R. Tyrrell Rockafellar & Johannes O. Royset, 2018. "Superquantile/CVaR risk measures: second-order theory," Annals of Operations Research, Springer, vol. 262(1), pages 3-28, March.
  16. Fanwen Meng & Kiok Liang Teow & Palvannan Kannapiran & John Arputhan Abisheganaden, 2026. "Optimizing healthcare utilization using conditional value-at-risk: applications in operating theatre planning," Annals of Operations Research, Springer, vol. 358(3), pages 1485-1499, March.
  17. Mínguez Solana, Roberto & Díaz Cachinero, Pablo, 2025. "Convex Risk Control with Exact Probabilities: The CVaR-Chance-Constraint Approach," DES - Working Papers. Statistics and Econometrics. WS 47686, Universidad Carlos III de Madrid. Departamento de Estadística.
  18. Jakeman, John D. & Kouri, Drew P. & Huerta, J. Gabriel, 2022. "Surrogate modeling for efficiently, accurately and conservatively estimating measures of risk," Reliability Engineering and System Safety, Elsevier, vol. 221(C).
  19. Charles Audet & Jean Bigeon & Romain Couderc & Michael Kokkolaras, 2025. "Risk-averse constrained blackbox optimization under mixed aleatory/epistemic uncertainties," Computational Optimization and Applications, Springer, vol. 92(2), pages 375-435, November.
  20. Danjue Shang & Victor Kuzmenko & Stan Uryasev, 2018. "Cash flow matching with risks controlled by buffered probability of exceedance and conditional value-at-risk," Annals of Operations Research, Springer, vol. 260(1), pages 501-514, January.
  21. Guo, Tiexin & Wang, Hongji & Li, Jinglai & Wang, Hongqiao, 2024. "Sampling-based adaptive design strategy for failure probability estimation," Reliability Engineering and System Safety, Elsevier, vol. 241(C).
  22. Massimiliano Amarante, 2016. "A representation of risk measures," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 39(1), pages 95-103, April.
  23. Chaudhuri, Anirban & Kramer, Boris & Willcox, Karen E., 2020. "Information Reuse for Importance Sampling in Reliability-Based Design Optimization," Reliability Engineering and System Safety, Elsevier, vol. 201(C).
  24. Mafusalov, Alexander & Uryasev, Stan, 2016. "CVaR (superquantile) norm: Stochastic case," European Journal of Operational Research, Elsevier, vol. 249(1), pages 200-208.
  25. Matthew Norton & Liting Chiang & Stan Uryasev, 2025. "Error control and Neyman–Pearson classification with buffered probability and support vectors," Computational Optimization and Applications, Springer, vol. 92(3), pages 951-985, December.
  26. Tan, Caixia & Wang, Jing & Geng, Shiping & Pu, Lei & Tan, Zhongfu, 2021. "Three-level market optimization model of virtual power plant with carbon capture equipment considering copula–CVaR theory," Energy, Elsevier, vol. 237(C).
  27. Xiaojiao Tong & Hailin Sun & Xiao Luo & Quanguo Zheng, 2018. "Distributionally robust chance constrained optimization for economic dispatch in renewable energy integrated systems," Journal of Global Optimization, Springer, vol. 70(1), pages 131-158, January.
  28. Rockafellar, R.T. & Royset, J.O. & Miranda, S.I., 2014. "Superquantile regression with applications to buffered reliability, uncertainty quantification, and conditional value-at-risk," European Journal of Operational Research, Elsevier, vol. 234(1), pages 140-154.
  29. Mikhail Zhitlukhin, 2018. "Monotone Sharpe ratios and related measures of investment performance," Papers 1809.10193, arXiv.org, revised May 2021.
  30. Amarjit Budhiraja & Shu Lu & Yang Yu & Quoc Tran-Dinh, 2021. "Minimization of a class of rare event probabilities and buffered probabilities of exceedance," Annals of Operations Research, Springer, vol. 302(1), pages 49-83, July.
  31. Sun, Xiaolin & Alizadeh, Amir H. & Pouliasis, Panos K., 2025. "Hedging shipping freight rates using conditional Value-at-Risk and Buffered Probability of Exceedance," Journal of Commodity Markets, Elsevier, vol. 40(C).
  32. Thilini V. Mahanama & Abootaleb Shirvani & Svetlozar Rachev, 2023. "The Financial Market of Indices of Socioeconomic Wellbeing," Papers 2303.05654, arXiv.org.
  33. Franco Peschiera & Robert Dell & Johannes Royset & Alain Haït & Nicolas Dupin & Olga Battaïa, 2021. "A novel solution approach with ML-based pseudo-cuts for the Flight and Maintenance Planning problem," OR Spectrum: Quantitative Approaches in Management, Springer;Gesellschaft für Operations Research e.V., vol. 43(3), pages 635-664, September.
  34. Johannes O. Royset & Roberto Szechtman, 2013. "Optimal Budget Allocation for Sample Average Approximation," Operations Research, INFORMS, vol. 61(3), pages 762-776, June.
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