A measure approximation for distributionally robust PDE-constrained optimization problems
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Nonsmooth analysis (49J52) Existence of optimal solutions to problems involving randomness (49J55) Optimality conditions for problems involving partial differential equations (49K20) Optimality conditions for minimax problems (49K35) Numerical mathematical programming methods (65K05) Stochastic programming (90C15)
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Cites work
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Cited in
(7)- An approximation scheme for distributionally robust PDE-constrained optimization
- Epi-regularization of risk measures
- Consistency of Monte Carlo estimators for risk-neutral PDE-constrained optimization
- Convergence results for control problems with unknown dynamic and applications to reinforcement learning
- Optimization problems governed by systems of PDEs with uncertainties
- Risk-adaptive approaches to stochastic optimization: a survey
- Rockafellian relaxation for PDE-constrained optimization with distributional ambiguity
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