PDE-Constrained Equilibrium Problems under Uncertainty: Existence, Optimality Conditions and Regularization

PDE-Constrained Equilibrium Problems under Uncertainty: Existence, Optimality Conditions and Regularization

In this paper, we analyze PDE-constrained equilibrium problems under uncertainty. In detail, we discuss a class of risk-neutral generalized Nash equilibrium problems and a class of risk-averse Nash equilibrium problems. For both, the risk-neutral PDE-constrained optimization problems with point...

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Detalles Bibliográficos
Autor Principal: Gahururu, Deborah Berwa
Outros autores: Surowiec, Thomas M. (Prof. Dr.) (BetreuerIn (Doktorarbeit))
Formato: Dissertation
Idioma:inglés
Publicado: Philipps-Universität Marburg 2021
Schlagworte:
PDE-beschränkte Optimierung
verallgemeinerte Nash-Gleichgewichtsprobleme
Stochastic Optimization
PDE-Constrained Optimization
PDE with Random Inputs
Mathematik
Semismooth Newton Method
PDE mit zufälligen Eingaben
Generalized Nash Equilibrium Problems
stochastische Optimierung
Mathematics
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