Adaptive sampling strategies for risk-averse stochastic optimization with constraints
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Category
Academic article
Client
- EC/H2020 / 800898
Language
English
Author(s)
- Florian Beiser
- Brendan Keith
- Simon Urbainczyk
- Barbara Wohlmuth
Affiliation
- SINTEF Digital / Mathematics and Cybernetics
- Brown University
- Heriot-Watt University
- Technical University of Munich
Year
2023Published in
IMA Journal of Numerical Analysis
ISSN
0272-4979
Publisher
Oxford University Press
Volume
43
Issue
6
Page(s)
3729 - 3765