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Multilevel Monte Carlo Approximation of Functions

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Multilevel Monte Carlo Approximation of Functions

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Peak Value-at-Risk Estimation for Stochastic Differential Equations using Occupation Measures

CONVERGENCE AND NONCONVERGENCE OF SCALED SELF-INTERACTING RANDOM WALKS TO BROWNIAN MOTION PERTURBED AT EXTREMA

Uncertainty-aware Flexibility Envelope Prediction in Buildings with Controller-agnostic Battery Models

Multi-Level Monte Carlo Methods for Uncertainty Quantification and Risk-Averse Optimisation

Gradient-based optimisation of the conditional-value-at-risk using the multi-level Monte Carlo method

Quantifying uncertain system outputs via the multi-level Monte Carlo method --- distribution and robustness measures

Chance-Constrained Trajectory Planning With Multimodal Environmental Uncertainty

On Approximations of Data-Driven Chance Constrained Programs over Wasserstein Balls

Uncertainty-aware Flexibility Envelope Prediction in Buildings with Controller-agnostic Battery Models

Mean-Covariance Robust Risk Measurement

CONVERGENCE AND NONCONVERGENCE OF SCALED SELF-INTERACTING RANDOM WALKS TO BROWNIAN MOTION PERTURBED AT EXTREMA

Uncertainty-aware Flexibility Envelope Prediction in Buildings with Controller-agnostic Battery Models

On Approximations of Data-Driven Chance Constrained Programs over Wasserstein Balls

Uncertainty-aware Flexibility Envelope Prediction in Buildings with Controller-agnostic Battery Models

Mean-Covariance Robust Risk Measurement

Multi-Level Monte Carlo Methods for Uncertainty Quantification and Risk-Averse Optimisation

Peak Value-at-Risk Estimation for Stochastic Differential Equations using Occupation Measures

Chance-Constrained Trajectory Planning With Multimodal Environmental Uncertainty

Gradient-based optimisation of the conditional-value-at-risk using the multi-level Monte Carlo method

Quantifying uncertain system outputs via the multi-level Monte Carlo method --- distribution and robustness measures