Explore each optimizer and appropriate convergence criteria on either Function 18 or its surrogate 20. You should see that most optimizers end with a trial solution deep into the high risk area. My choice would be LF with replicates and the SS convergence based on the worst player.
Convert the OF to any number of responses, such as the total cost over a 100-year simulation, or the worst over five 20-year simulations, or the 95% worst case based on the average and standard deviation of ten 1-year simulations.
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