The application of sparse grid quadrature in solving stochastic optimisation problems

DOI10.21914/ANZIAMJ.V60I0.14060MaRDI QIDQ6949901zbMATH OpenFDO

Authors Yuancheng Zhou, Markus Hegland

Publication date 31 July 2025

Published in The ANZIAM Journal (Search for Journal in Brave)

zbMATH Keywords

sparse gridstochastic optimizatioin

Mathematics Subject Classification ID

Numerical quadrature and cubature formulas (65D32) Stochastic programming (90C15)

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