A Stochastic Gradient Method With Mesh Refinement for PDE-Constrained Optimization Under Uncertainty (Q5131980)
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scientific article; zbMATH DE number 7271869
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English | A Stochastic Gradient Method With Mesh Refinement for PDE-Constrained Optimization Under Uncertainty |
scientific article; zbMATH DE number 7271869 |
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A Stochastic Gradient Method With Mesh Refinement for PDE-Constrained Optimization Under Uncertainty (English)
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9 November 2020
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stochastic approximation
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stochastic gradient algorithm
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random elliptic PDEs as constraints
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PDE-constrained optimization under uncertainty
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optimization in Hilbert spaces
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discretization error
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