On quantitative stability in infinite-dimensional optimization under uncertainty

DOI10.1007/s11590-021-01707-2OpenAlexW3135672698MaRDI QIDQ2230794

M. Hoffhues, Werner Römisch, Thomas M. Surowiec

Publication date: 28 September 2021

Published in: Optimization Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11590-021-01707-2

zbMATH Keywords

stabilitystochastic programmingprobability metricsfunctional data analysisPDE-constrained optimizationoptimization under uncertainty

Mathematics Subject Classification ID

Sensitivity, stability, parametric optimization (90C31) Stochastic programming (90C15)

Related Items

Stability of minimization problems and the error bound condition, Consistency of Monte Carlo estimators for risk-neutral PDE-constrained optimization, Sample average approximations of strongly convex stochastic programs in Hilbert spaces, Reliable Error Estimates for Optimal Control of Linear Elliptic PDEs with Random Inputs, Sample Size Estimates for Risk-Neutral Semilinear PDE-Constrained Optimization, Risk-neutral PDE-constrained generalized Nash equilibrium problems

Uses Software

• fda (R)

Cites Work

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