Abstract: Portfolio optimization that allows the borrowed money from a loan to be invested in risk assets is formulated as a data-driven optimization problem called POL_P. Then, in order to reflect ...
CVaR Formulation of Reliability-Based Design Problems Considering the Risk of Extreme Failure Events
Abstract: SUMMARY & CONCLUSIONSThe reliability-based design optimization (RBDO) considers uncertainties under probability constraints. The probability constraint ensures a minimum level of safety, but ...
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