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

DOI10.1137/17M1160069zbMath1405.35263MaRDI QIDQ4611521

Karen Willcox, Matthias Heinkenschloss, Timur Takhtaganov, Boris Kramer

Publication date: 21 January 2019

Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)

zbMATH Keywords

samplingestimationrisk measuresreduced-order modelsconditional-value-at-risk

Mathematics Subject Classification ID

Related Items (8)

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