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Reciprocal first-order second-moment method
Citation Link: https://doi.org/10.15480/882.14147
Publikationstyp
Preprint
Date Issued
2021-05
Sprache
English
Author(s)
Lüdeker, Julian Kajo
Institut
TORE-DOI
Citation
arXiv: 2105.12230 (2021)
Publisher DOI
ArXiv ID
Peer Reviewed
false
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.
Subjects
Probabilistic analysis | first-order | reciprocal approximation
DDC Class
600: Technology
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2105.12230v1.pdf
Type
Main Article
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327.06 KB
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Adobe PDF