Sequential quadrature methods for RDO

DOI10.1515/CAIM-2016-0017MaRDI QIDQ325581zbMATH OpenOpenAlexFDO

Authors Daniele Peri

Publication date 18 October 2016

Published in Communications in Applied and Industrial Mathematics (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial-NoDerivs 3.0 Unported

Full work available at URL https://doi.org/10.1515/caim-2016-0017

zbMATH Keywords

industrial designquadrature schemesrobust design optimization

Mathematics Subject Classification ID

Existence theories for optimal control problems involving relations other than differential equations (49J21) Numerical quadrature and cubature formulas (65D32) Numerical optimization and variational techniques (65K10)

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Cites work

• Convergence Properties of Gaussian Quadrature Formulae
• scientific article; zbMATH DE number 3251076 (Why is no real title available?)
• Rates of Convergence of Gauss, Lobatto, and Radau Integration Rules for Singular Integrands
• Robust Portfolio Selection Problems

Cited in

(1)

• Robust design with arbitrary distributions using Gauss-type quadrature formula

Describes a project that uses

Uses Software

• Algorithm 247
• rhalton

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