Mixed aleatory-epistemic uncertainty quantification with stochastic expansions and optimization-based interval estimation.
Michael EldredLaura Painton SwilerGary TangPublished in: Reliab. Eng. Syst. Saf. (2011)
Keyphrases
- interval estimation
- stochastic optimization
- stochastic nature
- robust optimization
- stochastic programming
- global optimization
- optimization problems
- optimization algorithm
- stochastic search
- optimization process
- stochastic simulation
- belief change
- chance constraints
- discrete optimization
- constrained optimization
- mathematical programming
- uncertain data
- optimization method
- evolutionary algorithm
- combinatorial optimization
- inherent uncertainty
- monte carlo sampling
- markov decision processes
- chance constrained
- monte carlo
- description logics