An approximation scheme for distributionally robust PDE-constrained optimization
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Cited in
(7)- An Approximation Scheme for Distributionally Robust Nonlinear Optimization
- Taylor approximation for chance constrained optimization problems governed by partial differential equations with high-dimensional random parameters
- Consistency of Monte Carlo estimators for risk-neutral PDE-constrained optimization
- A measure approximation for distributionally robust PDE-constrained optimization problems
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- Consistency of sample-based stationary points for infinite-dimensional stochastic optimization
- Performance Bounds for PDE-Constrained Optimization under Uncertainty
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