A CROSS-ENTROPY METHOD ACCELERATED DERIVATIVE-FREE RBDO ALGORITHM

DOI10.1615/INT.J.UNCERTAINTYQUANTIFICATION.2016017305zbMath1498.90251OpenAlexW2539873208MaRDI QIDQ5052294

Jinglai Li, Tian Gao

Publication date: 24 November 2022

Published in: International Journal for Uncertainty Quantification (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1615/int.j.uncertaintyquantification.2016017305

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Derivative-free methods and methods using generalized derivatives (90C56) Estimation in survival analysis and censored data (62N02)

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