Parabolic PDE-constrained optimal control under uncertainty with entropic risk measure using quasi-Monte Carlo integration (Q6493746)

scientific article; zbMATH DE number 7839433

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English	Parabolic PDE-constrained optimal control under uncertainty with entropic risk measure using quasi-Monte Carlo integration	scientific article; zbMATH DE number 7839433

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scholarly article

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title

Parabolic PDE-constrained optimal control under uncertainty with entropic risk measure using quasi-Monte Carlo integration (English)

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Numerische Mathematik

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publication date

29 April 2024

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MaRDI profile type

MaRDI publication profile

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cites work

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Dimension truncation in QMC for affine-parametric operator equations

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Higher-Order Quasi-Monte Carlo for Bayesian Shape Inversion

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An Interior-Point Approach for Solving Risk-Averse PDE-Constrained Optimization Problems with Coherent Risk Measures

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On the quasi-Monte Carlo method with Halton points for elliptic PDEs with log-normal diffusion

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Quasi-Monte Carlo Bayesian estimation under Besov priors in elliptic inverse problems

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Epi-Regularization of Risk Measures

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Low-Rank Tensor Krylov Subspace Methods for Parametrized Linear Systems

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Application of quasi-Monte Carlo methods to elliptic PDEs with random diffusion coefficients: a survey of analysis and implementation

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Quasi-Monte Carlo Finite Element Methods for a Class of Elliptic Partial Differential Equations with Random Coefficients

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Complexity Analysis of stochastic gradient methods for PDE-constrained optimal Control Problems with uncertain parameters

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PDE-Constrained Optimal Control Problems with Uncertain Parameters using SAGA

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Recycling Samples in the Multigrid Multilevel (Quasi-)Monte Carlo Method

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Some statistical applications of Faa di Bruno

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Quasi-Monte Carlo and Multilevel Monte Carlo Methods for Computing Posterior Expectations in Elliptic Inverse Problems

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QMC Galerkin Discretization of Parametric Operator Equations

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Space-time adaptive wavelet methods for parabolic evolution problems

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Extreme event probability estimation using PDE-constrained optimization and large deviation theory, with application to tsunamis

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Robust Optimization of PDEs with Random Coefficients Using a Multilevel Monte Carlo Method

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Identifiers

DOI

10.1007/s00211-024-01397-9

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:6493746