Exploitation of Sensitivity Derivatives for Improving Sampling Methods
Author:
Affiliation:
1. Florida A&M University, Tallahassee, Florida 32307
2. Florida State University, Tallahassee, Florida 32306-4120
3. NASA Langley Research Center, Hampton, Virginia 23681-2199
Publisher
American Institute of Aeronautics and Astronautics (AIAA)
Subject
Aerospace Engineering
Link
http://arc.aiaa.org/doi/pdf/10.2514/1.2820
Reference14 articles.
1. Monte Carlo
2. Variance Reduction Techniques for Estimating Value-at-Risk
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