Dongjin Lee, PhD


A researcher specializing in uncertainty quantification and computation methods for multidisciplinary applications

Bi-fidelity conditional-value-at-risk estimation by dimensionally decomposed generalized polynomial chaos expansion


Journal article


Dongjin Lee, Boris Kramer
Structural and Multidisciplinary Optimization, vol. 66(2), 2023, p. 33


View PDF Link
Cite

Cite

APA
Lee, D., & Kramer, B. (2023). Bi-fidelity conditional-value-at-risk estimation by dimensionally decomposed generalized polynomial chaos expansion. Structural and Multidisciplinary Optimization, 66(2), 33.

Chicago/Turabian
Lee, Dongjin, and Boris Kramer. “Bi-Fidelity Conditional-Value-at-Risk Estimation by Dimensionally Decomposed Generalized Polynomial Chaos Expansion.” Structural and Multidisciplinary Optimization 66, no. 2 (2023): 33.

MLA
Lee, Dongjin, and Boris Kramer. “Bi-Fidelity Conditional-Value-at-Risk Estimation by Dimensionally Decomposed Generalized Polynomial Chaos Expansion.” Structural and Multidisciplinary Optimization, vol. 66, no. 2, 2023, p. 33.


Share