A Distributed Optimal Control Problem with Averaged Stochastic Gradient Descent (Q5162128)

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scientific article; zbMATH DE number 7418515
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A Distributed Optimal Control Problem with Averaged Stochastic Gradient Descent
scientific article; zbMATH DE number 7418515

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    A Distributed Optimal Control Problem with Averaged Stochastic Gradient Descent (English)
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    1 November 2021
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    PDE-constrained elliptic control
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    high-dimensional random inputs
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    Monte Carlo finite element
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    stochastic gradient descent
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