Performance Bounds for PDE-Constrained Optimization under Uncertainty
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Publication:6116255
DOI10.1137/21m1457916zbMath1521.65011arXiv2110.10269OpenAlexW4385494235MaRDI QIDQ6116255
Unnamed Author, Johannes O. Royset
Publication date: 11 August 2023
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2110.10269
stochastic optimizationuncertainty quantificationPDE-constrained optimizationsample average approximationsmooth approximationperformance boundsbuffered probability
Optimal stochastic control (93E20) Existence theories for optimal control problems involving partial differential equations (49J20) Numerical methods for inverse problems for boundary value problems involving PDEs (65N21) Probabilistic methods, stochastic differential equations (65C99)
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