Asymptotic consistency for nonconvex risk-averse stochastic optimization with infinite-dimensional decision spaces (Q6634237)
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scientific article; zbMATH DE number 7940054
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic consistency for nonconvex risk-averse stochastic optimization with infinite-dimensional decision spaces |
scientific article; zbMATH DE number 7940054 |
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Asymptotic consistency for nonconvex risk-averse stochastic optimization with infinite-dimensional decision spaces (English)
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7 November 2024
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asymptotic consistency
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empirical approximation
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sample average approximation
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Monte Carlo sampling
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risk-averse optimization
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PDE-constrained optimization
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uncertainty quantification
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stochastic programming
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