Pages that link to "Item:Q5126395"
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The following pages link to Risk-averse optimal control of semilinear elliptic PDEs (Q5126395):
Displaying 16 items.
- Stochastic proximal gradient methods for nonconvex problems in Hilbert spaces (Q2028468) (← links)
- An eigenvalue approach to the risk sensitive control problem in near monotone case (Q2430963) (← links)
- Average optimality for risk-sensitive control with general state space (Q2455059) (← links)
- Risk-neutral PDE-constrained generalized Nash equilibrium problems (Q2693644) (← links)
- Risk-neutral multiobjective optimal control of random Volterra integral equations (Q2694260) (← links)
- (Q4497366) (← links)
- Generalized Nash Equilibrium Problems with Partial Differential Operators: Theory, Algorithms, and Risk Aversion (Q5051774) (← 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)
- 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)
- Sample Size Estimates for Risk-Neutral Semilinear PDE-Constrained Optimization (Q6195313) (← links)
- Asymptotic properties of Monte Carlo methods in elliptic PDE-constrained optimization under uncertainty (Q6631364) (← links)
- Numerical solution of an optimal control problem with probabilistic and almost sure state constraints (Q6661695) (← links)
- Consistency of sample-based stationary points for infinite-dimensional stochastic optimization (Q6663110) (← links)
