Sample-based consistency in infinite-dimensional conic-constrained stochastic optimization
From MaRDI portal
conic constraintsKKT conditionslearningMoreau-Yosida regularizationoptimal controlPDE-constrained optimizationsample average approximationstochastic optimization
Optimality conditions for problems involving partial differential equations (49K20) Optimality conditions for problems in abstract spaces (49K27) Optimality conditions for problems involving randomness (49K45) Nonparametric regression and quantile regression (62G08) Algorithms for approximation of functions (65D15) Numerical optimization and variational techniques (65K10) Computational learning theory (68Q32) Stochastic programming (90C15)
Cites work
- A \(W^{1,p}\)-estimate for solutions to mixed boundary value problems for second order elliptic differential equations
- A multilevel model of the European entry-exit gas market
- A Sample Approximation Approach for Optimization with Probabilistic Constraints
- Approximations to Stochastic Programs with Complete Recourse
- Asymptotic consistency for nonconvex risk-averse stochastic optimization with infinite-dimensional decision spaces
- Consistency of Monte Carlo estimators for risk-neutral PDE-constrained optimization
- Consistency of sample-based stationary points for infinite-dimensional stochastic optimization
- Consistency of the scenario approach
- Control of an Elliptic Problem with Pointwise State Constraints
- Convergence of stationary points of sample average two-stage stochastic programs: a generalized equation approach
- Convergence rates for ensemble-based solutions to optimal control of uncertain dynamical systems
- Convergence Rates for Penalized Least Squares Estimators in PDE Constrained Regression Problems
- Convergence rates for the maximum a posteriori estimator in PDE-regression models with random design
- Epi-convergence of sequences of normal integrands and strong consistency of the maximum likelihood estimator
- Ergodic approach to robust optimization and infinite programming problems
- Evaluating the impacts of the external supply risk in a natural gas supply chain: the case of the Italian market
- scientific article; zbMATH DE number 5654889 (Why is no real title available?)
- scientific article; zbMATH DE number 25345 (Why is no real title available?)
- scientific article; zbMATH DE number 1344823 (Why is no real title available?)
- scientific article; zbMATH DE number 1502618 (Why is no real title available?)
- scientific article; zbMATH DE number 1448982 (Why is no real title available?)
- scientific article; zbMATH DE number 3893867 (Why is no real title available?)
- scientific article; zbMATH DE number 5937962 (Why is no real title available?)
- scientific article; zbMATH DE number 3083069 (Why is no real title available?)
- Hölder continuity and optimal control for nonsmooth elliptic problems
- Lectures on optimal transport
- Lectures on stochastic programming. Modeling and theory
- Linear functional analysis. An application-oriented introduction. Translated from the 6th German edition by Robert Nürnberg
- Lipschitz Continuity for Constrained Processes
- Mass transportation problems. Vol. 1: Theory. Vol. 2: Applications
- Mathematical foundations of infinite-dimensional statistical models
- Measure theory. Vol. I and II
- Non-asymptotic confidence bounds for the optimal value of a stochastic program
- Non-convex scenario optimization
- Nonlinear total variation based noise removal algorithms
- Numerical solution of an optimal control problem with probabilistic and almost sure state constraints
- On Regularity of Solutions and Lagrange Multipliers of Optimal Control Problems for Semilinear Equations with Mixed Pointwise Control-State Constraints
- On the mathematical foundations of learning
- Operator learning using random features: a tool for scientific computing
- Optimal control of ensembles of dynamical systems
- Optimal transport: a comprehensive introduction to modeling, analysis, simulation, applications
- Optimality Conditions and Moreau–Yosida Regularization for Almost Sure State Constraints
- Optimality conditions for convex stochastic optimization problems in Banach spaces with almost sure state constraints
- Optimality conditions in control problems with random state constraints in probabilistic or almost sure form
- Optimization with PDE Constraints
- Random LSC Functions: An Ergodic Theorem
- Regularity and stability for the mathematical programming problem in Banach spaces
- Risk-averse optimal control of semilinear elliptic PDEs
- Risk-neutral PDE-constrained generalized Nash equilibrium problems
- Sample average approximations of strongly convex stochastic programs in Hilbert spaces
- Sample Size Estimates for Risk-Neutral Semilinear PDE-Constrained Optimization
- Semi-smooth Newton methods for state-constrained optimal control problems
- Set-valued analysis
- State Constrained Optimal Control Problems with States of Low Regularity
- Statistical optimal transport. École d'Été de Probabilités de Saint-Flour XLIX -- 2019
- Stochastic convex programming: basic duality
- Stochastic convex programming: Kuhn-Tucker conditions
- Stochastic Convex Programming: Relatively Complete Recourse and Induced Feasibility
- Stochastic convex programming: Singular multipliers and extended duality, singular multipliers and duality
- Stochastic proximal gradient methods for nonconvex problems in Hilbert spaces
- The Exact Feasibility of Randomized Solutions of Uncertain Convex Programs
- The Primal-Dual Active Set Strategy as a Semismooth Newton Method
- The sample average approximation method for stochastic discrete optimization
- Uncertain convex programs: randomized solutions and confidence levels
This page was built for publication: Sample-based consistency in infinite-dimensional conic-constrained stochastic optimization
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q7404244)
