Risk-averse optimal control of semilinear elliptic PDEs

DOI10.1051/cocv/2019061zbMath1448.49006OpenAlexW2975608980WikidataQ114105731 ScholiaQ114105731MaRDI QIDQ5126395

Drew P. Kouri, Thomas M. Surowiec

Publication date: 16 October 2020

Published in: ESAIM: Control, Optimisation and Calculus of Variations (Search for Journal in Brave)

Full work available at URL: https://www.osti.gov/biblio/1574448

zbMATH Keywords

stochastic optimizationuncertainty quantificationPDE-constrained optimizationsemilinear PDEsmeasurable multifunctionsrisk-averse

Mathematics Subject Classification ID

Optimality conditions for problems involving partial differential equations (49K20) Stochastic programming (90C15) Existence theories for optimal control problems involving partial differential equations (49J20) Optimality conditions for problems involving randomness (49K45) Semilinear elliptic equations (35J61) Existence of optimal solutions to problems involving randomness (49J55)

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