Pages that link to "Item:Q5148402"
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The following pages link to An Interior-Point Approach for Solving Risk-Averse PDE-Constrained Optimization Problems with Coherent Risk Measures (Q5148402):
Displaying 14 items.
- Challenges in optimization with complex PDE-systems. Abstracts from the workshop held February 14--20, 2021 (hybrid meeting) (Q2131202) (← links)
- A primal-dual algorithm for risk minimization (Q2133418) (← links)
- Sample average approximations of strongly convex stochastic programs in Hilbert spaces (Q2688927) (← 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)
- Taylor Approximation for Chance Constrained Optimization Problems Governed by Partial Differential Equations with High-Dimensional Random Parameters (Q5158925) (← links)
- GUDERMANNIAN NEURAL NETWORKS TO INVESTIGATE THE LIÉNARD DIFFERENTIAL MODEL (Q5864133) (← links)
- A Locally Adapted Reduced-Basis Method for Solving Risk-Averse PDE-Constrained Optimization Problems (Q5880617) (← links)
- Performance Bounds for PDE-Constrained Optimization under Uncertainty (Q6116255) (← links)
- First-Order Pontryagin Maximum Principle for Risk-Averse Stochastic Optimal Control Problems (Q6173808) (← links)
- Sample Size Estimates for Risk-Neutral Semilinear PDE-Constrained Optimization (Q6195313) (← links)
- Parabolic PDE-constrained optimal control under uncertainty with entropic risk measure using quasi-Monte Carlo integration (Q6493746) (← links)
- Asymptotic properties of Monte Carlo methods in elliptic PDE-constrained optimization under uncertainty (Q6631364) (← links)
