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Optimality Conditions and Moreau--Yosida Regularization for Almost Sure State Constraints - MaRDI portal

Optimality Conditions and Moreau--Yosida Regularization for Almost Sure State Constraints

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Publication:6374394

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DOI10.1051/cocv/2022070zbMath1509.49015arXiv2108.01391MaRDI QIDQ6374394

Michael Hintermüller, Caroline Geiersbach

Publication date: 3 August 2021

Mathematics Subject Classification ID

Optimality conditions for problems involving partial differential equations (49K20) Stochastic programming (90C15) Duality theory (optimization) (49N15) Existence theories for optimal control problems involving partial differential equations (49J20) Optimality conditions for problems involving randomness (49K45)

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