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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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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