Pages that link to "Item:Q5743613"
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The following pages link to Risk-Averse PDE-Constrained Optimization Using the Conditional Value-At-Risk (Q5743613):
Displayed 48 items.
- Robust optimal control of stochastic hyperelastic materials (Q821990) (← links)
- Properties of chance constraints in infinite dimensions with an application to PDE constrained optimization (Q1711088) (← links)
- Spectral risk measures: the risk quadrangle and optimal approximation (Q1739050) (← links)
- Uncertainty quantification with risk measures in production planning (Q1980955) (← links)
- A certified model reduction approach for robust parameter optimization with PDE constraints (Q2000521) (← links)
- Stochastic proximal gradient methods for nonconvex problems in Hilbert spaces (Q2028468) (← links)
- An approach for robust PDE-constrained optimization with application to shape optimization of electrical engines and of dynamic elastic structures under uncertainty (Q2071422) (← links)
- Optimal design of acoustic metamaterial cloaks under uncertainty (Q2128381) (← links)
- A primal-dual algorithm for risk minimization (Q2133418) (← links)
- Taylor approximation and variance reduction for PDE-constrained optimal control under uncertainty (Q2214671) (← links)
- On quantitative stability in infinite-dimensional optimization under uncertainty (Q2230794) (← links)
- A domain decomposition algorithm for optimal control problems governed by elliptic PDEs with random inputs (Q2284077) (← links)
- Topology optimization under uncertainty via non-intrusive polynomial chaos expansion (Q2309084) (← links)
- Algorithms and analyses for stochastic optimization for turbofan noise reduction using parallel reduced-order modeling (Q2309814) (← links)
- Risk averse stochastic structural topology optimization (Q2310924) (← links)
- New directions in stochastic optimisation. Abstracts from the workshop held August 19--25, 2018 (Q2331902) (← links)
- Deterministic bicriteria model for stochastic variational inequalities (Q2422130) (← links)
- Risk-averse design of tall buildings for uncertain wind conditions (Q2679299) (← links)
- Risk-neutral PDE-constrained generalized Nash equilibrium problems (Q2693644) (← links)
- Constrained Optimization with Low-Rank Tensors and Applications to Parametric Problems with PDEs (Q2954481) (← links)
- Existence and Optimality Conditions for Risk-Averse PDE-Constrained Optimization (Q3176245) (← links)
- Adaptive Reduced-Order Model Construction for Conditional Value-at-Risk Estimation (Q3296925) (← links)
- A Measure Approximation for Distributionally Robust PDE-Constrained Optimization Problems (Q4602349) (← links)
- Sparse Solutions in Optimal Control of PDEs with Uncertain Parameters: The Linear Case (Q4625000) (← links)
- Mean-Variance Risk-Averse Optimal Control of Systems Governed by PDEs with Random Parameter Fields Using Quadratic Approximations (Q4636356) (← links)
- MG/OPT and Multilevel Monte Carlo for Robust Optimization of PDEs (Q5003217) (← links)
- Generalized Nash Equilibrium Problems with Partial Differential Operators: Theory, Algorithms, and Risk Aversion (Q5051774) (← links)
- Optimality Conditions and Moreau–Yosida Regularization for Almost Sure State Constraints (Q5060167) (← links)
- Complexity Analysis of stochastic gradient methods for PDE-constrained optimal Control Problems with uncertain parameters (Q5074382) (← links)
- An Approximation Scheme for Distributionally Robust PDE-Constrained Optimization (Q5081087) (← links)
- Risk-Adapted Optimal Experimental Design (Q5097842) (← links)
- Wasserstein Sensitivity of Risk and Uncertainty Propagation (Q5097853) (← links)
- Epi-Regularization of Risk Measures (Q5119856) (← links)
- Risk-averse optimal control of semilinear elliptic PDEs (Q5126395) (← links)
- Chance constrained optimization of elliptic PDE systems with a smoothing convex approximation (Q5126413) (← links)
- An Interior-Point Approach for Solving Risk-Averse PDE-Constrained Optimization Problems with Coherent Risk Measures (Q5148402) (← links)
- Optimality Conditions for Convex Stochastic Optimization Problems in Banach Spaces with Almost Sure State Constraints (Q5158765) (← links)
- Taylor Approximation for Chance Constrained Optimization Problems Governed by Partial Differential Equations with High-Dimensional Random Parameters (Q5158925) (← links)
- Robust Optimization of PDEs with Random Coefficients Using a Multilevel Monte Carlo Method (Q5228353) (← links)
- Model Order Reduction Techniques with a Posteriori Error Control for Nonlinear Robust Optimization Governed by Partial Differential Equations (Q5372622) (← links)
- A Quasi-Monte Carlo Method for Optimal Control Under Uncertainty (Q5858429) (← links)
- A Locally Adapted Reduced-Basis Method for Solving Risk-Averse PDE-Constrained Optimization Problems (Q5880617) (← links)
- A stochastic gradient method for a class of nonlinear PDE-constrained optimal control problems under uncertainty (Q6041823) (← links)
- Consistency of Monte Carlo estimators for risk-neutral PDE-constrained optimization (Q6043153) (← links)
- Gradient-based optimisation of the conditional-value-at-risk using the multi-level Monte Carlo method (Q6087955) (← links)
- Performance Bounds for PDE-Constrained Optimization under Uncertainty (Q6116255) (← links)
- A scalable framework for multi-objective PDE-constrained design of building insulation under uncertainty (Q6185171) (← links)
- Sample Size Estimates for Risk-Neutral Semilinear PDE-Constrained Optimization (Q6195313) (← links)