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Conditional-Value-at-Risk Estimation via Reduced-Order Models - MaRDI portal

Conditional-Value-at-Risk Estimation via Reduced-Order Models (Q4611521)

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scientific article; zbMATH DE number 7003640
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English
Conditional-Value-at-Risk Estimation via Reduced-Order Models
scientific article; zbMATH DE number 7003640

    Statements

    title
    Conditional-Value-at-Risk Estimation via Reduced-Order Models (English)
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    author
    Boris Kramer
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    Timur Takhtaganov
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    Karen Willcox
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    publication date
    21 January 2019
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    zbMATH Keywords
    reduced-order models
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    risk measures
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    conditional-value-at-risk
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    estimation
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    sampling
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    Identifiers

    DOI
    10.1137/17M1160069
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    Mathematics Subject Classification ID
    35R60
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    62H12
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    91G60
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    91G80
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    65Y20
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    91B30
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    zbMATH DE Number
    7003640
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