A stochastic gradient algorithm with momentum terms for optimal control problems governed by a convection-diffusion equation with random diffusivity (Q2104094)
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English | A stochastic gradient algorithm with momentum terms for optimal control problems governed by a convection-diffusion equation with random diffusivity |
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A stochastic gradient algorithm with momentum terms for optimal control problems governed by a convection-diffusion equation with random diffusivity (English)
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9 December 2022
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PDE-constrained optimization
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uncertainty quantification
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Monte Carlo
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stochastic momentum
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