4 papers
Sample-Based Consistency in Infinite-Dimensional Conic-Constrained Stochastic Optimization
Caroline Geiersbach, Johannes Milz
This paper is concerned with a class of stochastic optimization problems defined on a Banach space with almost sure conic-type constraints. For this class of problems, we investiga…
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…
A Cournot-Nash Model for a Coupled Hydrogen and Electricity Market
Pavel Dvurechensky, Caroline Geiersbach, Michael Hintermüller +3
We present a novel model of a coupled hydrogen and electricity market on the intraday time scale, where hydrogen gas is used as a storage device for the electric grid. Electricity…
Two-norm discrepancy and convergence of the stochastic gradient method with application to shape optimization
Marc Dambrine, Caroline Geiersbach, Helmut Harbrecht
The present article is dedicated to proving convergence of the stochastic gradient method in case of random shape optimization problems. To that end, we consider Bernoulli's exteri…