A combination technique for optimal control problems constrained by random PDEs
DOI10.1137/22M1532263zbMATH Open1545.49028MaRDI QIDQ6587622FDOQ6587622
Authors: F. Nobile, Tommaso Vanzan
Publication date: 14 August 2024
Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)
Numerical mathematical programming methods (65K05) Stochastic programming (90C15) Optimality conditions for problems involving partial differential equations (49K20) Optimality conditions for problems involving randomness (49K45) PDE constrained optimization (numerical aspects) (49M41) Numerical approximation of high-dimensional functions; sparse grids (65D40)
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