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Stochastic kriging for conditional value-at-risk and its sensitivities.

Xi ChenBarry L. NelsonKyoung-Kuk Kim
Published in: WSC (2012)
Keyphrases
  • black box
  • databases
  • sensitivity analysis
  • learning automata
  • stochastic models
  • information systems
  • real time
  • data sets
  • image processing
  • multi agent
  • hidden markov models
  • stochastic model
  • stochastic optimization