Complexity analysis of stochastic gradient methods for PDE-constrained optimal control problems with uncertain parameters
We consider the numerical approximation of an optimal control problem for an elliptic Partial
Differential Equation (PDE) with random coefficients. Specifically, the control function is a …
Differential Equation (PDE) with random coefficients. Specifically, the control function is a …
Topics in PDE-Constrained Optimization under Uncertainty and Uncertainty Quantification
J Milz - 2021 - mediatum.ub.tum.de
We develop an efficient sampling-free approximation scheme for moment-based
distributionally robust nonlinear optimization problems. Our approach utilizes a smoothing …
distributionally robust nonlinear optimization problems. Our approach utilizes a smoothing …
MATHICSE Technical Report: Analysis of stochastic gradient methods for PDE-constrained optimal control problems with uncertain parameters
We consider the numerical approximation of a risk-averse optimal control problem for an
elliptic partial differential equation (PDE) with random coefficients. Specifically, the control …
elliptic partial differential equation (PDE) with random coefficients. Specifically, the control …