Risk-averse PDE-constrained optimization using the conditional value-at-risk
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conditional value-at-riskdual problemfixed-point iterationinner maximization problemnumerical methodsPDE-constrained optimizationprimal problemregularizationsmooth approximationuncertainty quantification
Existence theories for optimal control problems involving partial differential equations (49J20) 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) Newton-type methods (49M15) Discrete approximations in optimal control (49M25) Numerical methods involving duality (49M29) Numerical mathematical programming methods (65K05) Stochastic programming (90C15) Optimal stochastic control (93E20)
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Cited in
(68)- Properties of chance constraints in infinite dimensions with an application to PDE constrained optimization
- Spectral risk measures: the risk quadrangle and optimal approximation
- Uncertainty quantification with risk measures in production planning
- A certified model reduction approach for robust parameter optimization with PDE constraints
- Stochastic proximal gradient methods for nonconvex problems in Hilbert spaces
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- A primal-dual algorithm for risk minimization
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- A fractional-time PDE-constrained parameter identification for inverse image noise removal problem
- Risk-adaptive approaches to stochastic optimization: a survey
- Rockafellian relaxation for PDE-constrained optimization with distributional ambiguity
- Flows on measure spaces and applications in machine learning. Abstracts from the workshop held March 22--27, 2026
- Optimal control of a random sweeping process with probabilistic terminal point constraint
- Robust optimal control of stochastic hyperelastic materials
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