New directions in stochastic optimisation. Abstracts from the workshop held August 19--25, 2018
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Publication:2331902
DOI10.4171/OWR/2018/38zbMath1425.00099MaRDI QIDQ2331902
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Publication date: 31 October 2019
Published in: Oberwolfach Reports (Search for Journal in Brave)
Stochastic programming (90C15) Proceedings of conferences of miscellaneous specific interest (00B25) Collections of abstracts of lectures (00B05) Proceedings, conferences, collections, etc. pertaining to operations research and mathematical programming (90-06)
Cites Work
- Convex measures of risk and trading constraints
- Coherent Measures of Risk
- Existence and Optimality Conditions for Risk-Averse PDE-Constrained Optimization
- Optimization with PDE Constraints
- Inexact Objective Function Evaluations in a Trust-Region Algorithm for PDE-Constrained Optimization under Uncertainty
- Risk-Averse PDE-Constrained Optimization Using the Conditional Value-At-Risk
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