Numerical solution of an optimal control problem with probabilistic and almost sure state constraints
DOI10.1007/s10957-024-02578-0MaRDI QIDQ6661695
René Henrion, Pedro Pérez-Aros, C. Geiersbach
Publication date: 13 January 2025
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
stochastic optimizationchance constraintsalmost sure constraintsrisk averse PDE-constrained optimization under uncertaintyrobust constraints
Optimality conditions for problems involving partial differential equations (49K20) Numerical optimization and variational techniques (65K10) Nonsmooth analysis (49J52) Stochastic programming (90C15) Optimality conditions for problems involving randomness (49K45) PDEs in connection with control and optimization (35Q93)
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