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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English | 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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