Pages that link to "Item:Q5231699"

The following pages link to Projected Stochastic Gradients for Convex Constrained Problems in Hilbert Spaces (Q5231699):

Displaying 27 items.

• A variational inequality based stochastic approximation for inverse problems in stochastic partial differential equations (Q1982216) (← links)
• Stochastic proximal gradient methods for nonconvex problems in Hilbert spaces (Q2028468) (← links)
• A regularized stochastic subgradient projection method for an optimal control problem in a stochastic partial differential equation (Q2080615) (← links)
• Stochastic relaxed inertial forward-backward-forward splitting for monotone inclusions in Hilbert spaces (Q2082546) (← links)
• A stochastic gradient algorithm with momentum terms for optimal control problems governed by a convection-diffusion equation with random diffusivity (Q2104094) (← links)
• A variational inequality based stochastic approximation for estimating the flexural rigidity in random fourth-order models (Q2137330) (← links)
• Sample average approximations of strongly convex stochastic programs in Hilbert spaces (Q2688927) (← links)
• Risk-neutral PDE-constrained generalized Nash equilibrium problems (Q2693644) (← links)
• Decomposition of convex high dimensional aggregative stochastic control problems (Q2701085) (← links)
• A Convex Optimization Framework for the Inverse Problem of Identifying a Random Parameter in a Stochastic Partial Differential Equation (Q5010085) (← links)
• On stochastic Kaczmarz type methods for solving large scale systems of ill-posed equations (Q5019926) (← links)
• An Approximation Scheme for Distributionally Robust PDE-Constrained Optimization (Q5081087) (← links)
• An iteratively regularized stochastic gradient method for estimating a random parameter in a stochastic PDE. A variational inequality approach (Q5089997) (← links)
• The Stochastic Auxiliary Problem Principle in Banach Spaces: Measurability and Convergence (Q5097016) (← links)
• On the Convergence of Stochastic Gradient Descent for Nonlinear Ill-Posed Problems (Q5110563) (← links)
• A Stochastic Gradient Method With Mesh Refinement for PDE-Constrained Optimization Under Uncertainty (Q5131980) (← links)
• Stochastic Approximation for Optimization in Shape Spaces (Q5147032) (← links)
• A stochastic gradient method for a class of nonlinear PDE-constrained optimal control problems under uncertainty (Q6041823) (← links)
• Adaptive stochastic gradient descent for optimal control of parabolic equations with random parameters (Q6090392) (← links)
• Robust obstacle reconstruction in an elastic medium (Q6091064) (← links)
• A relaxation-based probabilistic approach for PDE-constrained optimization under uncertainty with pointwise state constraints (Q6097761) (← links)
• A new regularized stochastic approximation framework for stochastic inverse problems (Q6158281) (← links)
• Reliable Error Estimates for Optimal Control of Linear Elliptic PDEs with Random Inputs (Q6188687) (← links)
• A decentralized algorithm for a mean field control problem of piecewise deterministic Markov processes (Q6198003) (← links)
• An efficient ADAM-type algorithm with finite elements discretization technique for random elliptic optimal control problems (Q6593352) (← links)
• PDE-constrained shape optimization: toward product shape spaces and stochastic models (Q6606490) (← links)
• Numerical solution of an optimal control problem with probabilistic and almost sure state constraints (Q6661695) (← links)