Consistency of sample-based stationary points for infinite-dimensional stochastic optimization

Publication date: 14 January 2025

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

stochastic programming uncertainty quantification PDE-constrained optimization sample average approximation optimization under uncertainty bilinear optimal control

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Nonlinear programming (90C30) Stochastic programming (90C15) Programming in abstract spaces (90C48) Random operators and equations (aspects of stochastic analysis) (60H25) PDEs with randomness, stochastic partial differential equations (35R60) PDEs in connection with control and optimization (35Q93) PDE constrained optimization (numerical aspects) (49M41)

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