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On buffered failure probability in design and optimization of structures

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Cited by:

  1. 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).
  2. 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.
  3. 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.
  4. 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.
  5. 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).
  6. 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.
  7. 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).
  8. 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.
  9. 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).
  10. 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.
  11. 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).
  12. 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.
  13. 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.
  14. Thilini V. Mahanama & Abootaleb Shirvani & Svetlozar Rachev, 2023. "The Financial Market of Indices of Socioeconomic Wellbeing," Papers 2303.05654, arXiv.org.
  15. 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.
  16. Johannes O. Royset & Roberto Szechtman, 2013. "Optimal Budget Allocation for Sample Average Approximation," Operations Research, INFORMS, vol. 61(3), pages 762-776, June.
  17. 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.
  18. 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.
  19. 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.
  20. 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.
  21. Pertaia, Giorgi & Prokhorov, Artem & Uryasev, Stan, 2022. "A new approach to credit ratings," Journal of Banking & Finance, Elsevier, vol. 140(C).
  22. 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).
  23. Mafusalov, Alexander & Uryasev, Stan, 2016. "CVaR (superquantile) norm: Stochastic case," European Journal of Operational Research, Elsevier, vol. 249(1), pages 200-208.
  24. 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).
  25. 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.
  26. Mikhail Zhitlukhin, 2018. "Monotone Sharpe ratios and related measures of investment performance," Papers 1809.10193, arXiv.org, revised May 2021.
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