Pages that link to "Item:Q5228353"
From MaRDI portal
The following pages link to Robust Optimization of PDEs with Random Coefficients Using a Multilevel Monte Carlo Method (Q5228353):
Displaying 16 items.
- Stochastic proximal gradient methods for nonconvex problems in Hilbert spaces (Q2028468) (← links)
- A multilevel Monte Carlo method for asymptotic-preserving particle schemes in the diffusive limit (Q2038421) (← links)
- A stochastic gradient algorithm with momentum terms for optimal control problems governed by a convection-diffusion equation with random diffusivity (Q2104094) (← links)
- Random geometries for optimal control PDE problems based on fictitious domain FEMs and cut elements (Q2141588) (← links)
- Stochastic discontinuous Galerkin methods for robust deterministic control of convection-diffusion equations with uncertain coefficients (Q2692801) (← links)
- On Multilevel Best Linear Unbiased Estimators (Q3296921) (← links)
- MG/OPT and Multilevel Monte Carlo for Robust Optimization of PDEs (Q5003217) (← 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)
- A Multilevel Monte Carlo Asymptotic-Preserving Particle Method for Kinetic Equations in the Diffusion Limit (Q5117941) (← 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)
- Gradient-based optimisation of the conditional-value-at-risk using the multi-level Monte Carlo method (Q6087955) (← links)
- Multilevel quasi-Monte Carlo for optimization under uncertainty (Q6135914) (← links)
- Parabolic PDE-constrained optimal control under uncertainty with entropic risk measure using quasi-Monte Carlo integration (Q6493746) (← links)