Distributionally robust Monte Carlo simulation: A tutorial survey

IFAC Proceedings Volumes (IFAC-PapersOnline)

Volumn 15, Issue 1, 2002, Pages 151-162

  Lagoa, Constantino M ^a   Barmish, B R ^b  

^a PENNSYLVANIA STATE UNIVERSITY   (United States)

^b CASE WESTERN RESERVE UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

AUTOMATION; INTELLIGENT SYSTEMS; PROBABILITY DISTRIBUTIONS; UNCERTAINTY ANALYSIS;

ARBITRARY PROBABILITY DISTRIBUTION; CLASS OF DISTRIBUTIONS; DISTRIBUTIONAL ROBUSTNESS; GAUSSIANS; NEW THEORY; TUTORIAL SURVEYS; UNCERTAIN PARAMETERS;

MONTE CARLO METHODS;

EID: 84945567877     PISSN: 14746670     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.3182/20020721-6-es-1901.00360     Document Type: Conference Paper

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