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

DOI10.4171/OWR/2018/38MaRDI QIDQ2331902zbMATH OpenFDO

Authors

Publication date 31 October 2019

Published in Oberwolfach Reports (Search for Journal in Brave)

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)

Recommendations

• Lectures on stochastic programming. Modeling and theory
• Lectures on stochastic programming. Modeling and theory.
• Introduction to stochastic programming.
• Lectures on Stochastic Programming
• scientific article; zbMATH DE number 4204117

Cites work

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

Cited in

(1)

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

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