1 citations · 1 across the 3 of their papers we have counts for
Showing math.OCShow all
2 papers · 1 filter
math.OC2026
Risk-averse optimization under distributional uncertainty with Rockafellian relaxation
Harbir Antil, Alonso J. Bustos, Sean P. Carney +1
A framework for risk-averse optimization problems is introduced that is resilient to ambiguities in the true form of the underlying probability distribution. The focus is on proble…
math.OC2024★ 1 cited
Rockafellian Relaxation for PDE-Constrained Optimization with Distributional Uncertainty
Harbir Antil, Sean P. Carney, Hugo Díaz +1
Stochastic optimization problems are generally known to be ill-conditioned to the form of the underlying uncertainty. A framework is introduced for optimal control problems with pa…