Asymptotic consistency for nonconvex risk-averse stochastic optimization with infinite-dimensional decision spaces
Johannes Milz, Thomas M. Surowiec
| Year of publication: |
2024
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|---|---|
| Authors: | Milz, Johannes ; Surowiec, Thomas M. |
| Published in: |
Mathematics of operations research. - Hanover, Md. : INFORMS, ISSN 1526-5471, ZDB-ID 2004273-5. - Vol. 49.2024, 3, p. 1403-1418
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| Subject: | stochastic programming | uncertainty quantification | sample average approximation | asymptotic consistency | empirical approximation | Monte Carlo sampling | PDE-constrained optimization | risk-averse optimization | Stichprobenerhebung | Sampling | Mathematische Optimierung | Mathematical programming | Stochastischer Prozess | Stochastic process | Monte-Carlo-Simulation | Monte Carlo simulation | Schätztheorie | Estimation theory | Risikoaversion | Risk aversion | Risiko | Risk | Entscheidung unter Unsicherheit | Decision under uncertainty |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/moor.2022.0200 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015047532