Pages that link to "Item:Q2133418"
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The following pages link to A primal-dual algorithm for risk minimization (Q2133418):
Displaying 12 items.
- A stochastic primal-dual method for optimization with conditional value at risk constraints (Q2046691) (← links)
- Convex risk minimization via proximal splitting methods (Q2355313) (← links)
- Generalized Nash Equilibrium Problems with Partial Differential Operators: Theory, Algorithms, and Risk Aversion (Q5051774) (← links)
- Risk-Adapted Optimal Experimental Design (Q5097842) (← links)
- Epi-Regularization of Risk Measures (Q5119856) (← links)
- A Locally Adapted Reduced-Basis Method for Solving Risk-Averse PDE-Constrained Optimization Problems (Q5880617) (← links)
- Consistency of Monte Carlo estimators for risk-neutral PDE-constrained optimization (Q6043153) (← links)
- An adaptive sampling augmented Lagrangian method for stochastic optimization with deterministic constraints (Q6072951) (← links)
- Optimal Methods for Convex Risk-Averse Distributed Optimization (Q6116242) (← links)
- Finite elements for Matérn-type random fields: uncertainty in computational mechanics and design optimization (Q6588299) (← links)
- A multigrid solver for PDE-constrained optimization with uncertain inputs (Q6608119) (← links)
- Probability-of-failure-based optimization for random PDEs through concentration-of-measure inequalities (Q6621509) (← links)
