On quantitative stability in infinite-dimensional optimization under uncertainty
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Cites work
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- scientific article; zbMATH DE number 5937962 (Why is no real title available?)
- A brief introduction to PDE-constrained optimization
- Adaptive Finite Elements for Elliptic Optimization Problems with Control Constraints
- Analytic regularity and polynomial approximation of parametric and stochastic elliptic PDE's
- Approximation of a class of optimal control problems with order of convergence estimates
- Constructive quantization: approximation by empirical measures
- Existence and optimality conditions for risk-averse PDE-constrained optimization
- Functional data analysis.
- Implicit Functions and Solution Mappings
- Integral Probability Metrics and Their Generating Classes of Functions
- Linear functional analysis. An application-oriented introduction. Translated from the 6th German edition by Robert Nürnberg
- On the Connection Between P-Continuity and P-Uniformity in Weak Convergence
- On the rate of convergence in Wasserstein distance of the empirical measure
- Optimization with PDE Constraints
- Probability Metrics
- Quantitative Stability in Stochastic Programming: The Method of Probability Metrics
- Risk-averse PDE-constrained optimization using the conditional value-at-risk
- Semismooth Newton Methods for Operator Equations in Function Spaces
- Sparse polynomial approximation of parametric elliptic PDEs. Part I: affine coefficients
- The Primal-Dual Active Set Strategy as a Semismooth Newton Method
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Cited in
(9)- Consistency of Monte Carlo estimators for risk-neutral PDE-constrained optimization
- Stabilizability in optimization problems with unbounded data
- Reliable Error Estimates for Optimal Control of Linear Elliptic PDEs with Random Inputs
- Stability of minimization problems and the error bound condition
- Sample Size Estimates for Risk-Neutral Semilinear PDE-Constrained Optimization
- Asymptotic properties of Monte Carlo methods in elliptic PDE-constrained optimization under uncertainty
- Sample average approximations of strongly convex stochastic programs in Hilbert spaces
- Consistency of sample-based stationary points for infinite-dimensional stochastic optimization
- Risk-neutral PDE-constrained generalized Nash equilibrium problems
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