New directions in stochastic optimisation. Abstracts from the workshop held August 19--25, 2018

DOI10.4171/OWR/2018/38zbMATH Open1425.00099MaRDI QIDQ2331902FDOQ2331902

Authors:

Publication date: 31 October 2019

Published in: Oberwolfach Reports (Search for Journal in Brave)

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Mathematics Subject Classification ID

Stochastic programming (90C15) Proceedings of conferences of miscellaneous specific interest (00B25) Proceedings, conferences, collections, etc. pertaining to operations research and mathematical programming (90-06) Collections of abstracts of lectures (00B05)

Cites Work

• Coherent measures of risk
• Optimization with PDE Constraints
• Convex measures of risk and trading constraints
• Existence and optimality conditions for risk-averse PDE-constrained optimization
• Risk-averse PDE-constrained optimization using the conditional value-at-risk
• Inexact objective function evaluations in a trust-region algorithm for PDE-constrained optimization under uncertainty

Cited In (1)

• Mathematical challenges in stochastic networks. Abstracts from the workshop held October 17th -- October 23rd, 2010.

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