A Measure Approximation for Distributionally Robust PDE-Constrained Optimization Problems
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Publication:4602349
DOI10.1137/15M1036944zbMath1381.49021MaRDI QIDQ4602349
Publication date: 10 January 2018
Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)
Numerical mathematical programming methods (65K05) Optimality conditions for problems involving partial differential equations (49K20) Nonsmooth analysis (49J52) Stochastic programming (90C15) Optimality conditions for minimax problems (49K35) Existence of optimal solutions to problems involving randomness (49J55)
Related Items (3)
An Approximation Scheme for Distributionally Robust PDE-Constrained Optimization ⋮ Consistency of Monte Carlo estimators for risk-neutral PDE-constrained optimization ⋮ Epi-Regularization of Risk Measures
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