Asymptotic consistency for nonconvex risk-averse stochastic optimization with infinite-dimensional decision spaces (Q6634237)

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scientific article; zbMATH DE number 7940054
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Asymptotic consistency for nonconvex risk-averse stochastic optimization with infinite-dimensional decision spaces
scientific article; zbMATH DE number 7940054

    Statements

    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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