Mean-variance risk-averse optimal control of systems governed by PDEs with random parameter fields using quadratic approximations (Q4636356)
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scientific article; zbMATH DE number 6861787
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| English | Mean-variance risk-averse optimal control of systems governed by PDEs with random parameter fields using quadratic approximations |
scientific article; zbMATH DE number 6861787 |
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Mean-Variance Risk-Averse Optimal Control of Systems Governed by PDEs with Random Parameter Fields Using Quadratic Approximations (English)
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19 April 2018
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optimization under uncertainty
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PDE-constrained optimization
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optimal control
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risk-aversion
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PDEs with random coefficients
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Gaussian measure
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Hessian
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trace estimators
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0.7861974239349365
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0.7795788049697876
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0.7606093287467957
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0.7542060017585754
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0.7421622276306152
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