A primal-dual algorithm for risk minimization
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Cited in
(21)- A stochastic primal-dual method for optimization with conditional value at risk constraints
- Convex risk minimization via proximal splitting methods
- Generalized Nash equilibrium problems with partial differential operators: theory, algorithms, and risk aversion
- Risk-adapted optimal experimental design
- Epi-regularization of risk measures
- Risk-averse PDE-constrained optimization using the conditional value-at-risk
- 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
- An adaptive sampling augmented Lagrangian method for stochastic optimization with deterministic constraints
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- Finite elements for Matérn-type random fields: uncertainty in computational mechanics and design optimization
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