Sengupta, Raghu Nandan; Sahoo, Siddharth - In: Quantitative Finance 13 (2013) 10, pp. 1637-1651
This paper builds on the work of Roman <italic>et al</italic>. [<italic>Quant. Finance</italic>, 2007, <bold>7</bold>, 443--458], whereby we incorporate the concept of the reliability-based design optimization (RBDO) technique. We reformulate Roman <italic>et al</italic>.'s model by including both non-deterministic <italic>design</italic> variables as well as probabilistic...</italic>