Pages that link to "Item:Q1421741"

The following pages link to An efficient Monte Carlo method for optimal control problems with uncertainty (Q1421741):

Displaying 24 items.

• A sparse grid stochastic collocation method for elliptic interface problems with random input (Q293115) (← links)
• Optimization of a Monte Carlo variance reduction method based on sensitivity derivatives (Q465089) (← links)
• Forecasting macroeconomic fundamentals in economic crises (Q513085) (← links)
• A multi-mode expansion method for boundary optimal control problems constrained by random Poisson equations (Q779916) (← links)
• Efficient numerical methods for elliptic optimal control problems with random coefficient (Q779918) (← links)
• On the expected optimal value and the optimal expected value (Q850268) (← links)
• An efficient alternating direction method of multipliers for optimal control problems constrained by random Helmholtz equations (Q1751062) (← links)
• A new scalable algorithm for computational optimal control under uncertainty (Q2125017) (← links)
• Monte Carlo methods via a dual approach for some discrete time stochastic control problems (Q2264108) (← links)
• Accelerating Monte Carlo estimation with derivatives of high-level finite element models (Q2309798) (← links)
• Variance reduction method based on sensitivity derivatives. II. (Q2448372) (← links)
• A variance reduction method based on sensitivity derivatives (Q2495434) (← links)
• An efficient sampling method for stochastic inverse problems (Q2643629) (← links)
• Exploitation of sensitivity derivatives via randomized quasi-Monte Carlo methods (Q3529870) (← links)
• A systematic study of efficient sampling methods to quantify uncertainty in crack propagation and the Burgers equation (Q3564645) (← links)
• Monte Carlo simulation for solving Fredholm integral equations (Q3579120) (← links)
• A Monte Carlo Method for Sensitivity Analysis and Parametric Optimization of Nonlinear Stochastic Systems (Q3978277) (← links)
• An efficient algorithm for stochastic optimal control problems by means of a least-squares Monte-Carlo method (Q5044095) (← links)
• (Q5074960) (← links)
• A Distributed Optimal Control Problem with Averaged Stochastic Gradient Descent (Q5162128) (← links)
• Propagation of two independent sources of uncertainty in the electrocardiography imaging inverse solution (Q5229638) (← links)
• A Quasi-Monte Carlo Method for Optimal Control Under Uncertainty (Q5858429) (← links)
• Solving discrete first-order matrix linear control problems with general parametric uncertainties: a probability-density-based approach (Q6099847) (← links)
• Efficient mini-batch stochastic gradient descent with centroidal Voronoi tessellation for PDE-constrained optimization under uncertainty (Q6584170) (← links)