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  • Search: subject:"PDE-constrained optimization under uncertainty"
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Year of publication
Subject
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PDE-constrained optimization under uncertainty 2 Control theory 1 Exponential tail bounds 1 Kontrolltheorie 1 Linear-quadratic optimal control under uncertainty 1 Mathematical programming 1 Mathematische Optimierung 1 Sample average approximation 1 Stochastic process 1 Stochastic programming 1 Stochastischer Prozess 1 almost sure constraints 1 chance constraints 1 optimality conditions 1 robust constraints 1 stochastic optimization 1
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Free 1 Undetermined 1
Type of publication
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Article 2
Type of publication (narrower categories)
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Article 1 Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 2
Author
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Geiersbach, Caroline 1 Henrion, René 1 Milz, Johannes 1
Published in...
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Mathematics of operations research 1 Optimization Letters 1
Source
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ECONIS (ZBW) 1 EconStor 1
Showing 1 - 2 of 2
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Optimality conditions in control problems with random state constraints in probabilistic or almost sure form
Geiersbach, Caroline; Henrion, RenĂ© - In: Mathematics of operations research 50 (2025) 3, pp. 1654-1680
Persistent link: https://www.econbiz.de/10015444262
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Sample average approximations of strongly convex stochastic programs in Hilbert spaces
Milz, Johannes - In: Optimization Letters 17 (2022) 2, pp. 471-492
We analyze the tail behavior of solutions to sample average approximations (SAAs) of stochastic programs posed in Hilbert spaces. We require that the integrand be strongly convex with the same convexity parameter for each realization. Combined with a standard condition from the literature on...
Persistent link: https://www.econbiz.de/10015328840
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