"Risk-Averse PDE-Constrained Optimization Using the Conditional Value-At-Risk."

Drew P. Kouri, Thomas M. Surowiec (2016)

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DOI: 10.1137/140954556

access: closed

type: Journal Article

metadata version: 2023-06-26

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Drew P. Kouri, Thomas M. Surowiec:
Risk-Averse PDE-Constrained Optimization Using the Conditional Value-At-Risk. SIAM J. Optim. 26(1): 365-396 (2016)

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