Risk-averse constrained blackbox optimization under mixed aleatory/epistemic uncertainties

Charles Audet, Jean Bigeon, Romain Couderc, Michael Kokkolaras. Risk-averse constrained blackbox optimization under mixed aleatory/epistemic uncertainties. Comp. Opt. and Appl., 92(2):375-435, November 2025. [doi]

Authors

Charles Audet

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Jean Bigeon

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Romain Couderc

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Michael Kokkolaras

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