A relaxation-based probabilistic approach for PDE-constrained optimization under uncertainty with pointwise state constraints (Q6097761)

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scientific article; zbMATH DE number 7693260
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A relaxation-based probabilistic approach for PDE-constrained optimization under uncertainty with pointwise state constraints
scientific article; zbMATH DE number 7693260

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    A relaxation-based probabilistic approach for PDE-constrained optimization under uncertainty with pointwise state constraints (English)
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    7 June 2023
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    optimization under uncertainty
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    PDE-constrained optimization
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    state constraints
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    probability constraints
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    expectation constraints
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    first-order methods
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    stochastic approximation
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