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All issues ESAIM: COCV, 26 (2020) 53 Article references

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Cited article:

Consistency of Sample-Based Stationary Points for Infinite-Dimensional Stochastic Optimization

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SIAM Journal on Optimization 35 (1) 42 (2025)
https://doi.org/10.1137/23M1600608

Numerical Solution of an Optimal Control Problem with Probabilistic and Almost Sure State Constraints

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https://doi.org/10.1007/s10957-024-02578-0

Asymptotic Consistency for Nonconvex Risk-Averse Stochastic Optimization with Infinite-Dimensional Decision Spaces

Johannes Milz and Thomas M. Surowiec
Mathematics of Operations Research 49 (3) 1403 (2024)
https://doi.org/10.1287/moor.2022.0200

Asymptotic properties of Monte Carlo methods in elliptic PDE-constrained optimization under uncertainty

W. Römisch and T. M. Surowiec
Numerische Mathematik 156 (5) 1887 (2024)
https://doi.org/10.1007/s00211-024-01436-5

Controllability properties from the exterior under positivity constraints for a 1-D fractional heat equation

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Evolution Equations and Control Theory (2024)
https://doi.org/10.3934/eect.2024010

Sample Size Estimates for Risk-Neutral Semilinear PDE-Constrained Optimization

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SIAM Journal on Optimization 34 (1) 844 (2024)
https://doi.org/10.1137/22M1512636

A stochastic gradient method for a class of nonlinear PDE-constrained optimal control problems under uncertainty

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Journal of Differential Equations 364 635 (2023)
https://doi.org/10.1016/j.jde.2023.04.034

Risk-neutral multiobjective optimal control of random Volterra integral equations

Tuan Nguyen Dinh
Journal of Mathematical Analysis and Applications 523 (2) 127024 (2023)
https://doi.org/10.1016/j.jmaa.2023.127024

Risk-neutral PDE-constrained generalized Nash equilibrium problems

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Mathematical Programming 198 (2) 1287 (2023)
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A relaxation-based probabilistic approach for PDE-constrained optimization under uncertainty with pointwise state constraints

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Computational Optimization and Applications 85 (2) 441 (2023)
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TTRISK: Tensor train decomposition algorithm for risk averse optimization

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Numerical Linear Algebra with Applications 30 (3) (2023)
https://doi.org/10.1002/nla.2481

Optimal control of mixed local-nonlocal parabolic PDE with singular boundary-exterior data

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Evolution Equations and Control Theory 11 (6) 2129 (2022)
https://doi.org/10.3934/eect.2022015

Stochastic proximal gradient methods for nonconvex problems in Hilbert spaces

Caroline Geiersbach and Teresa Scarinci
Computational Optimization and Applications 78 (3) 705 (2021)
https://doi.org/10.1007/s10589-020-00259-y

An Interior-Point Approach for Solving Risk-Averse PDE-Constrained Optimization Problems with Coherent Risk Measures

Sebastian Garreis, Thomas M. Surowiec and Michael Ulbrich
SIAM Journal on Optimization 31 (1) 1 (2021)
https://doi.org/10.1137/19M125039X