Epi-regularization of risk measures
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Recommendations
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Cited in
(18)- Challenges in optimization with complex PDE-systems. Abstracts from the workshop held February 14--20, 2021 (hybrid meeting)
- A primal-dual algorithm for risk minimization
- Risk-neutral PDE-constrained generalized Nash equilibrium problems
- Existence and optimality conditions for risk-averse PDE-constrained optimization
- An approximation scheme for distributionally robust PDE-constrained optimization
- Risk-adapted optimal experimental design
- Risk-averse optimal control of semilinear elliptic PDEs
- An Interior-Point Approach for Solving Risk-Averse PDE-Constrained Optimization Problems with Coherent Risk Measures
- A Locally Adapted Reduced-Basis Method for Solving Risk-Averse PDE-Constrained Optimization Problems
- Consistency of Monte Carlo estimators for risk-neutral PDE-constrained optimization
- Performance Bounds for PDE-Constrained Optimization under Uncertainty
- Consistent approximations in composite optimization
- Parabolic PDE-constrained optimal control under uncertainty with entropic risk measure using quasi-Monte Carlo integration
- Asymptotic properties of Monte Carlo methods in elliptic PDE-constrained optimization under uncertainty
- Risk-averse optimal control of random elliptic variational inequalities
- 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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