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À propos de : Optimality Conditions and Moreau-Yosida Regularization for Almost Sure State Constraints        

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  • Optimality Conditions and Moreau-Yosida Regularization for Almost Sure State Constraints
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  • We analyze a potentially risk-averse convex stochastic optimization problem, where the control is deterministic and the state is a Banach-valued essentially bounded random variable. We obtain strong forms of necessary and sufficient optimality conditions for problems subject to equality and conical constraints. We propose a Moreau-Yosida regularization for the conical constraint and show consistency of the optimality conditions for the regularized problem as the regularization parameter is taken to infinity.
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  • cocv210148
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  • © The authors. Published by EDP Sciences, SMAI 2022
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  • The authors. Published by EDP Sciences, SMAI
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