A Distributed Optimal Control Problem with Averaged Stochastic Gradient Descent
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Publication:5162128
DOI10.4208/cicp.OA-2018-0295OpenAlexW3006016756MaRDI QIDQ5162128
Publication date: 1 November 2021
Published in: Communications in Computational Physics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.4208/cicp.oa-2018-0295
stochastic gradient descenthigh-dimensional random inputsMonte Carlo finite elementPDE-constrained elliptic control
PDEs with randomness, stochastic partial differential equations (35R60) Existence theories for optimal control problems involving partial differential equations (49J20) Numerical analysis (65-XX) Monte Carlo methods applied to problems in optics and electromagnetic theory (78M31)
Uses Software
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