Chance constrained optimization of elliptic PDE systems with a smoothing convex approximation
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Publication:5126413
DOI10.1051/cocv/2019077zbMath1451.90105OpenAlexW2995588971MaRDI QIDQ5126413
Patrick Schmidt, Armin Hoffmann, Pu Li, Abebe Geletu
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://doi.org/10.1051/cocv/2019077
stochastic optimizationsmoothingchance constraintsrandom parameterselliptic PDEs systemsinner-outer approximation
Convex programming (90C25) Nonlinear programming (90C30) Stochastic programming (90C15) Second-order elliptic systems (35J47)
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