Pages that link to "Item:Q4636356"

The following pages link to Mean-Variance Risk-Averse Optimal Control of Systems Governed by PDEs with Random Parameter Fields Using Quadratic Approximations (Q4636356):

Displaying 41 items.

• A multi-mode expansion method for boundary optimal control problems constrained by random Poisson equations (Q779916) (← links)
• Sparse approximation of multilinear problems with applications to kernel-based methods in UQ (Q1749442) (← links)
• Derivative-informed projected neural networks for high-dimensional parametric maps governed by PDEs (Q2060092) (← links)
• A regularized stochastic subgradient projection method for an optimal control problem in a stochastic partial differential equation (Q2080615) (← links)
• Optimal design of acoustic metamaterial cloaks under uncertainty (Q2128381) (← links)
• A variational inequality based stochastic approximation for estimating the flexural rigidity in random fourth-order models (Q2137330) (← links)
• Random geometries for optimal control PDE problems based on fictitious domain FEMs and cut elements (Q2141588) (← links)
• Taylor approximation and variance reduction for PDE-constrained optimal control under uncertainty (Q2214671) (← links)
• Fast robust optimization using bias correction applied to the mean model (Q2225367) (← links)
• A domain decomposition algorithm for optimal control problems governed by elliptic PDEs with random inputs (Q2284077) (← links)
• Sensitivity-driven adaptive construction of reduced-space surrogates (Q2312009) (← links)
• Risk-neutral PDE-constrained generalized Nash equilibrium problems (Q2693644) (← links)
• Existence and Optimality Conditions for Risk-Averse PDE-Constrained Optimization (Q3176245) (← links)
• Sparse Solutions in Optimal Control of PDEs with Uncertain Parameters: The Linear Case (Q4625000) (← links)
• Efficient D-Optimal Design of Experiments for Infinite-Dimensional Bayesian Linear Inverse Problems (Q4683935) (← links)
• A Convex Optimization Framework for the Inverse Problem of Identifying a Random Parameter in a Stochastic Partial Differential Equation (Q5010085) (← links)
• Optimality Conditions and Moreau–Yosida Regularization for Almost Sure State Constraints (Q5060167) (← links)
• Complexity Analysis of stochastic gradient methods for PDE-constrained optimal Control Problems with uncertain parameters (Q5074382) (← links)
• An Approximation Scheme for Distributionally Robust PDE-Constrained Optimization (Q5081087) (← links)
• Epi-Regularization of Risk Measures (Q5119856) (← links)
• Risk-averse optimal control of semilinear elliptic PDEs (Q5126395) (← links)
• Chance constrained optimization of elliptic PDE systems with a smoothing convex approximation (Q5126413) (← links)
• A Stochastic Gradient Method With Mesh Refinement for PDE-Constrained Optimization Under Uncertainty (Q5131980) (← links)
• Tensor Train Construction From Tensor Actions, With Application to Compression of Large High Order Derivative Tensors (Q5146679) (← links)
• An Interior-Point Approach for Solving Risk-Averse PDE-Constrained Optimization Problems with Coherent Risk Measures (Q5148402) (← links)
• Optimality Conditions for Convex Stochastic Optimization Problems in Banach Spaces with Almost Sure State Constraints (Q5158765) (← links)
• Taylor Approximation for Chance Constrained Optimization Problems Governed by Partial Differential Equations with High-Dimensional Random Parameters (Q5158925) (← links)
• A Quasi-Monte Carlo Method for Optimal Control Under Uncertainty (Q5858429) (← links)
• Projected Wasserstein Gradient Descent for High-Dimensional Bayesian Inference (Q5880609) (← links)
• A Locally Adapted Reduced-Basis Method for Solving Risk-Averse PDE-Constrained Optimization Problems (Q5880617) (← links)
• An Offline-Online Decomposition Method for Efficient Linear Bayesian Goal-Oriented Optimal Experimental Design: Application to Optimal Sensor Placement (Q5886849) (← links)
• Learning physics-based models from data: perspectives from inverse problems and model reduction (Q5887831) (← links)
• Consistency of Monte Carlo estimators for risk-neutral PDE-constrained optimization (Q6043153) (← links)
• Stochastic composition optimization of functions without Lipschitz continuous gradient (Q6108982) (← links)
• A Fast and Scalable Computational Framework for Large-Scale High-Dimensional Bayesian Optimal Experimental Design (Q6109162) (← links)
• Performance Bounds for PDE-Constrained Optimization under Uncertainty (Q6116255) (← links)
• Residual-based error corrector operator to enhance accuracy and reliability of neural operator surrogates of nonlinear variational boundary-value problems (Q6185165) (← links)
• A scalable framework for multi-objective PDE-constrained design of building insulation under uncertainty (Q6185171) (← links)
• Derivative-informed neural operator: an efficient framework for high-dimensional parametric derivative learning (Q6202135) (← links)
• One-shot learning of surrogates in PDE-constrained optimization under uncertainty (Q6587616) (← links)
• Numerical solution of an optimal control problem with probabilistic and almost sure state constraints (Q6661695) (← links)