Estimating risk measures via stochastic Kriging with stylized model and gradient information

CAI Xiaoting, YUN Xin, JIANG Guangxin

Systems Engineering - Theory & Practice ›› 2022, Vol. 42 ›› Issue (10) : 2657-2676.

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Systems Engineering - Theory & Practice ›› 2022, Vol. 42 ›› Issue (10) : 2657-2676. DOI: 10.12011/SETP2021-3268

Estimating risk measures via stochastic Kriging with stylized model and gradient information

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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2022, 42(10): 2657-2676 https://doi.org/10.12011/SETP2021-3268

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