Asymptotic properties of Monte Carlo methods in elliptic PDE-constrained optimization under uncertainty
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Publication:6631364
DOI10.1007/S00211-024-01436-5MaRDI QIDQ6631364FDOQ6631364
Authors: Werner Römisch, Thomas Surowiec
Publication date: 1 November 2024
Published in: Numerische Mathematik (Search for Journal in Brave)
Statistics (62-XX) Monte Carlo methods (65C05) Stochastic programming (90C15) PDEs with randomness, stochastic partial differential equations (35R60)
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