Complexity Analysis of stochastic gradient methods for PDE-constrained optimal Control Problems with uncertain parameters (Q5074382)
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scientific article; zbMATH DE number 7523509
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| English | Complexity Analysis of stochastic gradient methods for PDE-constrained optimal Control Problems with uncertain parameters |
scientific article; zbMATH DE number 7523509 |
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Complexity Analysis of stochastic gradient methods for PDE-constrained optimal Control Problems with uncertain parameters (English)
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9 May 2022
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PDE constrained optimization
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risk-averse optimal control
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optimization under uncertainty
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PDE with random coefficients
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sample average approximation
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stochastic approximation
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stochastic gradient
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Monte Carlo
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