Optimality Conditions and Moreau-Yosida Regularization for Almost Sure State Constraints
dc.bibliographicCitation.firstPage | 80 | |
dc.bibliographicCitation.journalTitle | Control, optimisation and calculus of variations : COCV | eng |
dc.bibliographicCitation.volume | 28 | |
dc.contributor.author | Geiersbach, Caroline | |
dc.contributor.author | Hintermüller, Michael | |
dc.date.accessioned | 2023-04-04T08:15:22Z | |
dc.date.available | 2023-04-04T08:15:22Z | |
dc.date.issued | 2022 | |
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/123456789/11919 | |
dc.identifier.uri | http://dx.doi.org/10.34657/10952 | |
dc.language.iso | eng | |
dc.publisher | Paris : EDP Sciences | |
dc.relation.doi | https://doi.org/10.1051/cocv/2022070 | |
dc.relation.essn | 1262-3377 | |
dc.relation.issn | 1292-8119 | |
dc.rights.license | CC BY 4.0 Unported | |
dc.rights.uri | https://creativecommons.org/licenses/by/4.0 | |
dc.subject.ddc | 510 | |
dc.subject.other | Convex stochastic optimization in Banach spaces | eng |
dc.subject.other | Duality | eng |
dc.subject.other | Optimality conditions | eng |
dc.subject.other | Optimization in Banach spaces | eng |
dc.subject.other | PDE-constrained optimization under uncertainty | eng |
dc.subject.other | Regularization | eng |
dc.subject.other | Two-stage stochastic optimization | eng |
dc.title | Optimality Conditions and Moreau-Yosida Regularization for Almost Sure State Constraints | eng |
dc.type | Article | eng |
dc.type | Text | eng |
tib.accessRights | openAccess | |
wgl.contributor | WIAS | |
wgl.subject | Mathematik | ger |
wgl.type | Zeitschriftenartikel | ger |
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