Optimality Conditions and Moreau–Yosida Regularization for Almost Sure State Constraints
نویسندگان
چکیده
We analyze a potentially risk-averse convex stochastic optimization problem, where the control is deterministic and state Banach-valued essentially bounded random variable. obtain strong forms of necessary sufficient optimality conditions for problems subject to equality conical constraints. propose Moreau-Yosida regularization constraint show consistency regularized problem as parameter taken infinity.
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ژورنال
عنوان ژورنال: ESAIM: Control, Optimisation and Calculus of Variations
سال: 2022
ISSN: ['1262-3377', '1292-8119']
DOI: https://doi.org/10.1051/cocv/2022070