An efficient Monte Carlo method for optimal control problems with uncertainty (Q1421741): Difference between revisions
From MaRDI portal
Created a new Item |
Set profile property. |
||
(4 intermediate revisions by 3 users not shown) | |||
Property / author | |||
Property / author: M. Yousuff Hussaini / rank | |||
Property / author | |||
Property / author: M. Yousuff Hussaini / rank | |||
Normal rank | |||
Property / describes a project that uses | |||
Property / describes a project that uses: Algorithm 611 / rank | |||
Normal rank | |||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
links / mardi / name | links / mardi / name | ||
Revision as of 04:17, 5 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | An efficient Monte Carlo method for optimal control problems with uncertainty |
scientific article |
Statements
An efficient Monte Carlo method for optimal control problems with uncertainty (English)
0 references
3 February 2004
0 references
Monte Carlo method
0 references
optimal control
0 references
Burgers equation
0 references
uncertainty quantification
0 references
sensitivity derivatives
0 references