Existence and Optimality Conditions for Risk-Averse PDE-Constrained Optimization
From MaRDI portal
Publication:3176245
DOI10.1137/16M1086613zbMath1393.49002MaRDI QIDQ3176245
Drew P. Kouri, Thomas M. Surowiec
Publication date: 19 July 2018
Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)
stochastic optimizationrisk measuresuncertainty quantificationPDE-constrained optimizationrisk-averse
Optimality conditions for problems involving partial differential equations (49K20) Stochastic programming (90C15) Fréchet and Gateaux differentiability in optimization (49J50) Existence theories for optimal control problems involving partial differential equations (49J20) Optimality conditions for problems involving randomness (49K45) Existence of optimal solutions to problems involving randomness (49J55)
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