Pages that link to "Item:Q3176245"
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The following pages link to Existence and Optimality Conditions for Risk-Averse PDE-Constrained Optimization (Q3176245):
Displayed 34 items.
- A multi-mode expansion method for boundary optimal control problems constrained by random Poisson equations (Q779916) (← links)
- Robust optimal control of stochastic hyperelastic materials (Q821990) (← links)
- Spectral risk measures: the risk quadrangle and optimal approximation (Q1739050) (← links)
- Uncertainty quantification with risk measures in production planning (Q1980955) (← links)
- A primal-dual algorithm for risk minimization (Q2133418) (← links)
- Stress-based topology optimization under uncertainty via simulation-based Gaussian process (Q2184305) (← links)
- On quantitative stability in infinite-dimensional optimization under uncertainty (Q2230794) (← links)
- A domain decomposition algorithm for optimal control problems governed by elliptic PDEs with random inputs (Q2284077) (← links)
- New directions in stochastic optimisation. Abstracts from the workshop held August 19--25, 2018 (Q2331902) (← links)
- Sample average approximations of strongly convex stochastic programs in Hilbert spaces (Q2688927) (← links)
- Risk-neutral PDE-constrained generalized Nash equilibrium problems (Q2693644) (← links)
- Risk-neutral multiobjective optimal control of random Volterra integral equations (Q2694260) (← links)
- PDE-Constrained Optimal Control Problems with Uncertain Parameters using SAGA (Q5010087) (← links)
- Generalized Nash Equilibrium Problems with Partial Differential Operators: Theory, Algorithms, and Risk Aversion (Q5051774) (← links)
- Corrigendum: “Existence and Optimality Conditions for Risk-Averse PDE-Constrained Optimization” (Q5052905) (← links)
- Optimality Conditions and Moreau–Yosida Regularization for Almost Sure State Constraints (Q5060167) (← links)
- Complexity Analysis of stochastic gradient methods for PDE-constrained optimal Control Problems with uncertain parameters (Q5074382) (← links)
- An Approximation Scheme for Distributionally Robust PDE-Constrained Optimization (Q5081087) (← links)
- Wasserstein Sensitivity of Risk and Uncertainty Propagation (Q5097853) (← links)
- Optimal Neumann Boundary Control of a Vibrating String with Uncertain Initial Data and Probabilistic Terminal Constraints (Q5117357) (← links)
- Epi-Regularization of Risk Measures (Q5119856) (← links)
- Risk-averse optimal control of semilinear elliptic PDEs (Q5126395) (← links)
- Chance constrained optimization of elliptic PDE systems with a smoothing convex approximation (Q5126413) (← links)
- An Interior-Point Approach for Solving Risk-Averse PDE-Constrained Optimization Problems with Coherent Risk Measures (Q5148402) (← links)
- Optimality Conditions for Convex Stochastic Optimization Problems in Banach Spaces with Almost Sure State Constraints (Q5158765) (← links)
- Taylor Approximation for Chance Constrained Optimization Problems Governed by Partial Differential Equations with High-Dimensional Random Parameters (Q5158925) (← links)
- Risk-Averse Control of Fractional Diffusion with Uncertain Exponent (Q5858107) (← links)
- A Quasi-Monte Carlo Method for Optimal Control Under Uncertainty (Q5858429) (← links)
- A Locally Adapted Reduced-Basis Method for Solving Risk-Averse PDE-Constrained Optimization Problems (Q5880617) (← links)
- A stochastic gradient method for a class of nonlinear PDE-constrained optimal control problems under uncertainty (Q6041823) (← links)
- Consistency of Monte Carlo estimators for risk-neutral PDE-constrained optimization (Q6043153) (← links)
- A relaxation-based probabilistic approach for PDE-constrained optimization under uncertainty with pointwise state constraints (Q6097761) (← links)
- Performance Bounds for PDE-Constrained Optimization under Uncertainty (Q6116255) (← links)
- Multilevel quasi-Monte Carlo for optimization under uncertainty (Q6135914) (← links)