Geiersbach, Caroline
- Projected Stochastic Gradients for Convex Constrained Problems in\n Hilbert Spaces
2018/07/24 by Caroline Geiersbach, Georg Ch. Pflug, Geiersbach, Caroline +1 · 4 citations
Computer Science · Decision Sciences · Economics, Econometrics and Finance · #FOS: Mathematics #Optimization and Control (math.OC) #Optimization and Variational Analysis #Risk and Portfolio Optimization #Stochastic processes and financial applications
- PDE-constrained shape optimization: towards product shape spaces and stochastic models
2021/07/16 by Geiersbach, Caroline, Loayza-Romero, Estefania, Welker, Kathrin · 1 citation
#FOS: Mathematics #Numerical Analysis (math.NA) #Optimization and Control (math.OC)
- A stochastic gradient method for a class of nonlinear PDE-constrained optimal control problems under uncertainty
2021/08/26 by Caroline Geiersbach, Teresa Scarinci, Geiersbach, Caroline +1 · 1 citation
Decision Sciences · Economics, Econometrics and Finance · Mathematics · #FOS: Mathematics #Markov Chains and Monte Carlo Methods #Optimization and Control (math.OC) #Risk and Portfolio Optimization #Stochastic processes and financial applications
- Numerical solution of an optimal control problem with probabilistic and almost sure state constraints
2023/11/25 by Geiersbach, Caroline, Henrion, René, Pérez-Aros, Pedro · 2 citations
#35Q93 #49J52 #49K20 #49K45 #90C15 #FOS: Mathematics #Optimization and Control (math.OC)
- Optimization of piecewise smooth shapes under uncertainty using the example of Navier-Stokes flow
2023/08/15 by Caroline Geiersbach, Geiersbach, Caroline, Tim Suchan +3 · 2 citations
Computer Science · Engineering · #Advanced Mathematical Modeling in Engineering #Topology Optimization in Engineering #Topological and Geometric Data Analysis
- Stochastic approximation for optimization in shape spaces
2020/01/29 by Geiersbach, Caroline, Loayza-Romero, Estefania, Welker, Kathrin · 1 citation
#35R15 #35R60 #49Q10 #60H15 #60H30 #60H35 #FOS: Mathematics #Numerical Analysis (math.NA) #Optimization and Control (math.OC)
- Optimality Conditions and Moreau--Yosida Regularization for Almost Sure State Constraints
2021/08/03 by Caroline Geiersbach, Michael Hintermüller, Geiersbach, Caroline +1 · 1 citation
Computer Science · Decision Sciences · Economics, Econometrics and Finance · #FOS: Mathematics #Optimization and Control (math.OC) #Optimization and Variational Analysis #Risk and Portfolio Optimization #Stochastic processes and financial applications
- Optimality conditions in control problems with random state constraints in probabilistic or almost-sure form
2023/06/06 by Caroline Geiersbach, Geiersbach, Caroline, René Henrion +1 · 1 citation
Earth and Planetary Sciences · Engineering · #35Q93 #49J52 #49K20 #49K45 #90C15 #Aerospace Engineering and Control Systems #Aquatic and Environmental Studies #FOS: Mathematics #Optimization and Control (math.OC)