Optimization of PDEs with uncertain inputs
From MaRDI portal
Publication:2419399
DOI10.1007/978-1-4939-8636-1_2zbMath1473.49030OpenAlexW2896759106MaRDI QIDQ2419399
Drew P. Kouri, Alexander Shapiro
Publication date: 13 June 2019
Full work available at URL: https://doi.org/10.1007/978-1-4939-8636-1_2
approximationrisk measuresdistributionally robust optimizationstochastic optimization problemsprobabilistic functions
Optimality conditions for problems involving partial differential equations (49K20) Stochastic programming (90C15) Linear optimal control problems (49N05)
Related Items
A primal-dual algorithm for risk minimization ⋮ Corrigendum: “Existence and Optimality Conditions for Risk-Averse PDE-Constrained Optimization” ⋮ An Approximation Scheme for Distributionally Robust PDE-Constrained Optimization ⋮ Consistency of Monte Carlo estimators for risk-neutral PDE-constrained optimization ⋮ An adaptive sampling augmented Lagrangian method for stochastic optimization with deterministic constraints ⋮ Risk-averse design of tall buildings for uncertain wind conditions ⋮ Sample average approximations of strongly convex stochastic programs in Hilbert spaces ⋮ Sample Size Estimates for Risk-Neutral Semilinear PDE-Constrained Optimization ⋮ Optimal experimental design under irreducible uncertainty for linear inverse problems governed by PDEs ⋮ Risk-Averse Control of Fractional Diffusion with Uncertain Exponent ⋮ A Quasi-Monte Carlo Method for Optimal Control Under Uncertainty
