October 06, 2023 article Open access Gradient-based optimisation of the conditional-value-at-risk using the multi-level Monte Carlo method Journal of Computational Physics DOI: 10.1016/j.jcp.2023.112523 Full text (OA) OpenAlex Authors 0 Author list not loaded yet. Cited by 0 stored of 4 References 2 Search Sort Most cited Newest Oldest Patent citations Title Any typearticle review book-chapter conference-paper preprint dissertation book dataset other Any fieldAgricultural and Biological Sciences Arts and Humanities Biochemistry, Genetics and Molecular Biology Business, Management and Accounting Chemical Engineering Chemistry Computer Science Decision Sciences Dentistry Earth and Planetary Sciences Economics, Econometrics and Finance Energy Engineering Environmental Science Health Professions Immunology and Microbiology Materials Science Mathematics Medicine Neuroscience Nursing Pharmacology, Toxicology and Pharmaceutics Physics and Astronomy Psychology Social Sciences Veterinary Open access Quantifying uncertain system outputs via the multilevel Monte Carlo method — Part I: Central moment estimation 2020 Journal of Computational Physics article Decision Sciences Probabilistic and Robust Engineering Design Open access 38 citations QUANTIFYING UNCERTAIN SYSTEM OUTPUTS VIA THE MULTI-LEVEL MONTE CARLO METHOD-DISTRIBUTION AND ROBUSTNESS MEASURES 2023 International Journal for Uncertainty Quantification article Decision Sciences Probabilistic and Robust Engineering Design Open access 9 citations 2 results