An Interior-Point Approach for Solving Risk-Averse PDE-Constrained Optimization Problems with Coherent Risk Measures
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Publication:5148402
conditional value-at-riskgamma convergenceinterior-point methodsPDE-constrained optimizationrisk averserisk measuresstochastic optimizationuncertainty quantification
Existence theories for optimal control problems involving partial differential equations (49J20) Fréchet and Gateaux differentiability in optimization (49J50) Existence of optimal solutions to problems involving randomness (49J55) Optimality conditions for problems involving partial differential equations (49K20) Optimality conditions for problems involving randomness (49K45) Stochastic programming (90C15)
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Cited in
(21)- Challenges in optimization with complex PDE-systems. Abstracts from the workshop held February 14--20, 2021 (hybrid meeting)
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