A copy of this work was available on the public web and has been preserved in the Wayback Machine. The capture dates from 2017; you can also visit the original URL.
The file type is application/pdf
.
Numerical integration in statistical decision-theoretic methods for robust design optimization
2008
Structural And Multidisciplinary Optimization
The Bayes principle from statistical decision theory provides a conceptual framework for quantifying uncertainties that arise in robust design optimization. The difficulty with exploiting this framework is computational, as it leads to objective and constraint functions that must be evaluated by numerical integration. Using a prototypical robust design optimization problem, this study explores the computational cost of multidimensional integration (computing expectation) and its interplay with
doi:10.1007/s00158-007-0189-0
fatcat:qhmacxajhrgs7dsy5bcszyn7fe