25 citations · 48 across the 12 of their papers we have counts for
4 papers · 1 filter
Environmental contours and optimal design
Kristina Rognlien Dahl, Arne Bang Huseby
Classical environmental contours are used in structural design in order to obtain upper bounds on the failure probabilities of a large class of designs. Buffered environmental cont…
Sequential Bayesian optimal experimental design for structural reliability analysis
Christian Agrell, Kristina Rognlien Dahl
Structural reliability analysis is concerned with estimation of the probability of a critical event taking place, described by for some -dimensional ra…
Self-exciting jump processes and their asymptotic behaviour
Kristina Rognlien Dahl, Heidar Eyjolfsson
The purpose of this paper is to investigate properties of self-exciting jump processes. We derive the Laplace transform of SDE driven self-exciting processes with independent, iden…
Stochastic Maximum Principle with Default
Khalida Bachir Cherif, Nacira Agram, Kristina Dahl
In this paper, we derive sufficient and necessary maximum principles for a stochastic optimal control problem where the system state is given by a controlled stochastic differentia…