Pages that link to "Item:Q2870624"

The following pages link to Stochastic Optimal Robin Boundary Control Problems of Advection-Dominated Elliptic Equations (Q2870624):

Displaying 29 items.

• Multilevel and weighted reduced basis method for stochastic optimal control problems constrained by Stokes equations (Q271562) (← links)
• Optimizing the fractional power in a model with stochastic PDE constraints (Q1632058) (← links)
• A sparse grid stochastic collocation upwind finite volume element method for the constrained optimal control problem governed by random convection diffusion equations (Q1632275) (← links)
• An efficient alternating direction method of multipliers for optimal control problems constrained by random Helmholtz equations (Q1751062) (← links)
• Local-global model reduction method for stochastic optimal control problems constrained by partial differential equations (Q1986266) (← links)
• A stochastic gradient algorithm with momentum terms for optimal control problems governed by a convection-diffusion equation with random diffusivity (Q2104094) (← links)
• An adaptive hp-version stochastic Galerkin method for constrained optimal control problem governed by random reaction diffusion equations (Q2125889) (← links)
• Optimal design of acoustic metamaterial cloaks under uncertainty (Q2128381) (← links)
• On Hermite-Hadamard type inequalities for \(n \)-polynomial convex stochastic processes (Q2133355) (← links)
• Generalization of \(h\)-convex stochastic processes and some classical inequalities (Q2196907) (← links)
• Taylor approximation and variance reduction for PDE-constrained optimal control under uncertainty (Q2214671) (← links)
• Comparison of approaches for random PDE optimization problems based on different matching functionals (Q2402238) (← links)
• Stochastic discontinuous Galerkin methods for robust deterministic control of convection-diffusion equations with uncertain coefficients (Q2692801) (← links)
• Risk-neutral PDE-constrained generalized Nash equilibrium problems (Q2693644) (← links)
• Existence and Optimality Conditions for Risk-Averse PDE-Constrained Optimization (Q3176245) (← links)
• Sparse Adaptive Tensor Galerkin Approximations of Stochastic PDE-Constrained Control Problems (Q3179318) (← links)
• A Sparse Grid Stochastic Collocation Discontinuous Galerkin Method for Constrained Optimal Control Problem Governed by Random Convection Dominated Diffusion Equations (Q4631901) (← links)
• Reduced Basis Methods for Uncertainty Quantification (Q4636408) (← links)
• Multigrid preconditioners for optimal control problems with stochastic elliptic PDE constraints (Q5031238) (← links)
• Epi-Regularization of Risk Measures (Q5119856) (← links)
• Risk-averse optimal control of semilinear elliptic PDEs (Q5126395) (← links)
• An Interior-Point Approach for Solving Risk-Averse PDE-Constrained Optimization Problems with Coherent Risk Measures (Q5148402) (← links)
• Taylor Approximation for Chance Constrained Optimization Problems Governed by Partial Differential Equations with High-Dimensional Random Parameters (Q5158925) (← links)
• Multilevel Monte Carlo Analysis for Optimal Control of Elliptic PDEs with Random Coefficients (Q5269872) (← links)
• Risk-Averse Control of Fractional Diffusion with Uncertain Exponent (Q5858107) (← links)
• Stochastic collocation for optimal control problems with stochastic PDE constraints by meshless techniques (Q6058822) (← links)
• New stochastic fractional integral and related inequalities of Jensen-Mercer and Hermite-Hadamard-Mercer type for convex stochastic processes (Q6067228) (← links)
• Performance Bounds for PDE-Constrained Optimization under Uncertainty (Q6116255) (← links)
• On spectral Petrov-Galerkin method for solving optimal control problem governed by fractional diffusion equations with fractional noise (Q6158984) (← links)