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Optimization of PDEs with Uncertain Inputs · Study

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ChapterOptimization of PDEs with Uncertain Inputs

Drew Kouri2018

Chapter2018

Optimization of PDEs with Uncertain Inputs

Drew Kouri · Alexander Shapiro

25 citations·0/0 files stored·The IMA volumes in mathematics and its applications

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Probabilistic and Robust Engineering Design Advanced Numerical Methods in Computational Mathematics Risk and Portfolio Optimization

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References

1952PORTFOLIO SELECTION*1951A Stochastic Approximation Method 1999Coherent Measures of Risk 2011Introduction to Stochastic Programming 2002Conditional value-at-risk for general loss distributions 2009Robust Optimization 2010Theory and Applications of Robust Optimization 2010Stochastic Programming

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2022Surrogate modeling for efficiently, accurately and conservatively estimating measures of risk

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2016Risk-Averse PDE-Constrained Optimization Using the Conditional Value-At-Riskarticle · 13 shared references 2018Existence and Optimality Conditions for Risk-Averse PDE-Constrained Optimizationarticle · 12 shared references 2022Frameworks and Results in Distributionally Robust Optimizationarticle · 11 shared references 2010Modeling and optimization of riskarticle · 9 shared references 2021Distributionally Robust Optimization: A review on theory and applicationsarticle · 9 shared references 2018Risk-Averse Two-Stage Stochastic Program with Distributional Ambiguityarticle · 9 shared references

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Year2018

Typechapter

Published2018-01-01

VenueThe IMA volumes in mathematics and its applications

ISSN-L0940-6573

Languageen

Citations25

Files0 public / 0

ShelfProbabilistic and Robust Engineering Design

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doi10.1007/978-1-4939-8636-1_2

openalex_workW2896759106

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