Optimality conditions and Moreau--Yosida regularization for almost sure state constraints
dc.bibliographicCitation.seriesTitle | WIAS Preprints | eng |
dc.bibliographicCitation.volume | 2862 | |
dc.contributor.author | Geiersbach, Caroline | |
dc.contributor.author | Hintermüller, Michael | |
dc.date.accessioned | 2022-07-05T14:10:48Z | |
dc.date.available | 2022-07-05T14:10:48Z | |
dc.date.issued | 2021 | |
dc.description.abstract | We analyze a potentially risk-averse convex stochastic optimization problem, where the control is deterministic and the state is a Banach-valued essentially bounded random variable. We obtain strong forms of necessary and sufficient optimality conditions for problems subject to equality and conical constraints. We propose a Moreau--Yosida regularization for the conical constraint and show consistency of the optimality conditions for the regularized problem as the regularization parameter is taken to infinity. | eng |
dc.description.version | publishedVersion | eng |
dc.identifier.uri | https://oa.tib.eu/renate/handle/123456789/9580 | |
dc.identifier.uri | https://doi.org/10.34657/8618 | |
dc.language.iso | eng | |
dc.publisher | Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik | |
dc.relation.doi | https://doi.org/10.20347/WIAS.PREPRINT.2862 | |
dc.relation.issn | 2198-5855 | |
dc.rights.license | This document may be downloaded, read, stored and printed for your own use within the limits of § 53 UrhG but it may not be distributed via the internet or passed on to external parties. | eng |
dc.rights.license | Dieses Dokument darf im Rahmen von § 53 UrhG zum eigenen Gebrauch kostenfrei heruntergeladen, gelesen, gespeichert und ausgedruckt, aber nicht im Internet bereitgestellt oder an Außenstehende weitergegeben werden. | ger |
dc.subject.ddc | 510 | |
dc.subject.other | PDE-constrained optimization under uncertainty | eng |
dc.subject.other | optimization in Banach spaces | eng |
dc.subject.other | optimality conditions | eng |
dc.subject.other | regularization | eng |
dc.subject.other | convex stochastic optimization in Banach spaces | eng |
dc.subject.other | two-stages stochastic optimization | eng |
dc.subject.other | duality | eng |
dc.title | Optimality conditions and Moreau--Yosida regularization for almost sure state constraints | eng |
dc.type | Report | eng |
dc.type | Text | eng |
dcterms.extent | 37 S. | |
tib.accessRights | openAccess | |
wgl.contributor | WIAS | |
wgl.subject | Mathematik | |
wgl.type | Report / Forschungsbericht / Arbeitspapier |
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