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math.OC2022★ 1 cited
Risk-averse optimal control of random elliptic variational inequalities
Amal Alphonse, Caroline Geiersbach, Michael Hintermüller +1
We consider a risk-averse optimal control problem governed by an elliptic variational inequality (VI) subject to random inputs. By deriving KKT-type optimality conditions for a pen…
math.OC2022★ 3 cited
Asymptotic Consistency for Nonconvex Risk-Averse Stochastic Optimization with Infinite Dimensional Decision Spaces
Johannes Milz, Thomas M. Surowiec
Optimal values and solutions of empirical approximations of stochastic optimization problems can be viewed as statistical estimators of their true values. From this perspective, it…