most citedMinimization of a Class of Rare Event Probabilities and Buffer Probabilities of Exceedance

3 citations · 3 across the 1 of their papers we have counts for

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1 paper

math.OC2019★ 3 cited

Minimization of a Class of Rare Event Probabilities and Buffer Probabilities of Exceedance

Amarjit Budhiraja, Shu Lu, Yang Yu +1

We consider the problem of choosing design parameters to minimize the probability of an undesired rare event that is described through the average of iid random variables. Sinc…