Corrigendum: "Existence and Optimality Conditions for Risk-Averse PDE-Constrained Optimization".
Drew P. KouriThomas M. SurowiecPublished in: SIAM/ASA J. Uncertain. Quantification (2022)
Keyphrases
- constrained optimization
- optimality conditions
- risk averse
- nonlinear programming
- stochastic programming
- decision makers
- lower level
- objective function
- utility function
- constrained optimization problems
- stationary points
- inequality constraints
- penalty function
- sample size
- optimization problems
- multistage
- higher level
- linear programming
- special case
- probabilistic model