Reciprocal first-order second-moment method

Link:
Autor/in:
Verlag/Körperschaft:
Hamburg University of Technology
Erscheinungsjahr:
2021
Medientyp:
Text
Beschreibung:
  • This paper shows a simple parameter substitution, which makes use of the reciprocal relation of typical objective functions with typical random parameters. Thereby, the accuracy of first-order probabilistic analysis improves significantly at almost no additional computational cost. The parameter substitution requires a transformation of the stochastic distribution of the substituted parameter, which is explained for different cases.
Quellsystem:
TUHH Open Research

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Quelldatensatz
oai:tore.tuhh.de:11420/12628