Risk-Averse PDE-Constrained Optimization Using the Conditional Value-At-Risk (Q5743613): Difference between revisions

@@ Property / cites work @@
+Coherent Measures of Risk
@@ Property / cites work: Coherent Measures of Risk / rank @@
+Normal rank
@@ Property / cites work @@
+Variational Analysis in Sobolev and<i>BV</i>Spaces
+Normal rank
@@ Property / cites work @@
+A Stochastic Collocation Method for Elliptic Partial Differential Equations with Random Input Data
+Normal rank
@@ Property / cites work @@
+Galerkin Finite Element Approximations of Stochastic Elliptic Partial Differential Equations
+Normal rank
@@ Property / cites work @@
+Solving elliptic boundary value problems with uncertain coefficients by the finite element method: the stochastic formulation
+Normal rank
@@ Property / cites work @@
+Q4503250
@@ Property / cites work: Q4503250 / rank @@
+Normal rank
@@ Property / cites work @@
+On the treatment of distributed uncertainties in PDE-constrained optimization
+Normal rank
@@ Property / cites work @@
+A POD framework to determine robust controls in PDE optimization
+Normal rank
@@ Property / cites work @@
+Smoothing methods for convex inequalities and linear complementarity problems
+Normal rank
@@ Property / cites work @@
+Q3996569
@@ Property / cites work: Q3996569 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5534710
@@ Property / cites work: Q5534710 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4255465
@@ Property / cites work: Q4255465 / rank @@
+Normal rank
@@ Property / cites work @@
+Convex measures of risk and trading constraints
@@ Property / cites work: Convex measures of risk and trading constraints / rank @@
+Normal rank
@@ Property / cites work @@
+Numerical integration using sparse grids
@@ Property / cites work: Numerical integration using sparse grids / rank @@
+Normal rank
@@ Property / cites work @@
+Dimension-adaptive tensor-product quadrature
@@ Property / cites work: Dimension-adaptive tensor-product quadrature / rank @@
+Normal rank
@@ Property / cites work @@
+Feasible and Noninterior Path‐Following in Constrained Minimization with Low Multiplier Regularity
+Normal rank
@@ Property / cites work @@
+Path-following Methods for a Class of Constrained Minimization Problems in Function Space
+Normal rank
@@ Property / cites work @@
+Q5786196
@@ Property / cites work: Q5786196 / rank @@
+Normal rank
@@ Property / cites work @@
+Tensor-Structured Galerkin Approximation of Parametric and Stochastic Elliptic PDEs
+Normal rank
@@ Property / cites work @@
+A Multilevel Stochastic Collocation Algorithm for Optimization of PDEs with Uncertain Coefficients
+Normal rank
@@ Property / cites work @@
+A Trust-Region Algorithm with Adaptive Stochastic Collocation for PDE Optimization under Uncertainty
+Normal rank
@@ Property / cites work @@
+Q5844366
@@ Property / cites work: Q5844366 / rank @@
+Normal rank
@@ Property / cites work @@
+An Anisotropic Sparse Grid Stochastic Collocation Method for Partial Differential Equations with Random Input Data
+Normal rank
@@ Property / cites work @@
+A Sparse Grid Stochastic Collocation Method for Partial Differential Equations with Random Input Data
+Normal rank
@@ Property / cites work @@
+High dimensional integration of smooth functions over cubes
+Normal rank
@@ Property / cites work @@
+Simple cubature formulas with high polynomial exactness
+Normal rank
@@ Property / cites work @@
+On the global minimization of the value-at-risk
@@ Property / cites work: On the global minimization of the value-at-risk / rank @@
+Normal rank
@@ Property / cites work @@
+Q4151283
@@ Property / cites work: Q4151283 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5201296
@@ Property / cites work: Q5201296 / rank @@
+Normal rank
@@ Property / cites work @@
+A Version of the Bundle Idea for Minimizing a Nonsmooth Function: Conceptual Idea, Convergence Analysis, Numerical Results
+Normal rank
@@ Property / cites work @@
+Sparse tensor discretizations of high-dimensional parametric and stochastic PDEs
+Normal rank
@@ Property / cites work @@
+Stochastic programming approach to optimization under uncertainty
+Normal rank
@@ Property / cites work @@
+Lectures on Stochastic Programming
@@ Property / cites work: Lectures on Stochastic Programming / rank @@
+Normal rank
@@ Property / cites work @@
+The general theory of homogenization. A personalized introduction
+Normal rank
@@ Property / cites work @@
+Stochastic Collocation for Optimal Control Problems with Stochastic PDE Constraints
+Normal rank
@@ Property / cites work @@
+Q3558349
@@ Property / cites work: Q3558349 / rank @@
+Normal rank
@@ Property / cites work @@
+Derivatives of probability functions and some applications
+Normal rank
@@ Property / cites work @@
+Q2752044
@@ Property / cites work: Q2752044 / rank @@
+Normal rank
@@ Property / cites work @@
+High-Order Collocation Methods for Differential Equations with Random Inputs
+Normal rank
@@ Property / cites work @@
+Modeling uncertainty in flow simulations via generalized polynomial chaos.
+Normal rank