Towards Scalable Risk Analysis for Stochastic Systems Using Extreme Value Theory.

Evan Arsenault Yuheng Wang Margaret P. Chapman

Published in: CoRR (2022)

Keyphrases

risk analysis
stochastic systems
extreme value theory
risk management
stochastic models
decision making
influence diagrams
risk assessment
risk factors
confidence intervals
fuzzy numbers
information security
decision support system
sample path
reinforcement learning
lower bound