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.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.Geiersbach, CarolineHintermüller, Michael2022-07-052022-07-052021https://oa.tib.eu/renate/handle/123456789/9580https://doi.org/10.34657/8618We 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.eng510PDE-constrained optimization under uncertaintyoptimization in Banach spacesoptimality conditionsregularizationconvex stochastic optimization in Banach spacestwo-stages stochastic optimizationdualityReport37 S.