An Interior-Point Approach for Solving Risk-Averse PDE-Constrained Optimization Problems with Coherent Risk Measures (Q5148402)
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scientific article; zbMATH DE number 7305920
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An Interior-Point Approach for Solving Risk-Averse PDE-Constrained Optimization Problems with Coherent Risk Measures |
scientific article; zbMATH DE number 7305920 |
Statements
An Interior-Point Approach for Solving Risk-Averse PDE-Constrained Optimization Problems with Coherent Risk Measures (English)
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4 February 2021
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risk averse
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PDE-constrained optimization
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risk measures
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uncertainty quantification
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stochastic optimization
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interior-point methods
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conditional value-at-risk
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gamma convergence
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