Epi-Regularization of Risk Measures (Q5119856)
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scientific article; zbMATH DE number 7242704
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Epi-Regularization of Risk Measures |
scientific article; zbMATH DE number 7242704 |
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Epi-Regularization of Risk Measures (English)
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1 September 2020
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risk averse
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coherent risk measures
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uncertainty quantification
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stochastic optimization
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infimal convolution
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PDE-constrained optimization
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