Copula-based Estimation Method of the Expected Value Function for Robust Design Optimization

The expected value function (EVF), which defined as function of mean value with respect to the design parameters, can simplify the solving process of the RDO with nested-double loop. The traditional method for estimating the expected value function requires a nested procedure and the computational cost depends on the product of the optimal steps and the numbers of the random variable samples. In this paper, a novel method based on copula is...