Risk-Averse PDE-Constrained Optimization Using the Conditional Value-At-Risk (Q5743613)
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scientific article; zbMATH DE number 6539508
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk-Averse PDE-Constrained Optimization Using the Conditional Value-At-Risk |
scientific article; zbMATH DE number 6539508 |
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Risk-Averse PDE-Constrained Optimization Using the Conditional Value-At-Risk (English)
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5 February 2016
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PDE-constrained optimization
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conditional value-at-risk
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uncertainty quantification
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numerical methods
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primal problem
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dual problem
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smooth approximation
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inner maximization problem
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regularization
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fixed-point iteration
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