Risk Averse Shape Optimization.

Sergio Conti Harald Held Martin Pach Martin Rumpf Rüdiger Schultz

Published in: SIAM J. Control. Optim. (2011)

Keyphrases

risk averse
stochastic programming
risk neutral
utility function
risk aversion
decision makers
multistage
optimization algorithm
combinatorial optimization
reinforcement learning
optimization problems
optimization method
optimization methods