Dongjun Lee

Risk-averse design optimization with CVaR constraints via multifidelity tail-region correction

Risk-averse design optimization with conditional value-at-risk (CVaR) constraints requires accurate tail estimates, but repeated high-fidelity (HF) evaluations are costly. We propose a multifidelity (MF) tail-region correction method that uses dimensionally decomposed generalized polynomial chaos expansion (DD-GPCE) as...