Pages that link to "Item:Q5074382"
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The following pages link to Complexity Analysis of stochastic gradient methods for PDE-constrained optimal Control Problems with uncertain parameters (Q5074382):
Displaying 21 items.
- 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)
- Taylor approximation and variance reduction for PDE-constrained optimal control under uncertainty (Q2214671) (← links)
- Sample average approximations of strongly convex stochastic programs in Hilbert spaces (Q2688927) (← links)
- PDE-Constrained Optimal Control Problems with Uncertain Parameters using SAGA (Q5010087) (← links)
- An Approximation Scheme for Distributionally Robust PDE-Constrained Optimization (Q5081087) (← links)
- A Distributed Optimal Control Problem with Averaged Stochastic Gradient Descent (Q5162128) (← links)
- A stochastic gradient method for a class of nonlinear PDE-constrained optimal control problems under uncertainty (Q6041823) (← links)
- Consistency of Monte Carlo estimators for risk-neutral PDE-constrained optimization (Q6043153) (← links)
- A relaxation-based probabilistic approach for PDE-constrained optimization under uncertainty with pointwise state constraints (Q6097761) (← links)
- Performance Bounds for PDE-Constrained Optimization under Uncertainty (Q6116255) (← links)
- Multilevel quasi-Monte Carlo for optimization under uncertainty (Q6135914) (← 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)
- Sample Size Estimates for Risk-Neutral Semilinear PDE-Constrained Optimization (Q6195313) (← links)
- Parabolic PDE-constrained optimal control under uncertainty with entropic risk measure using quasi-Monte Carlo integration (Q6493746) (← links)
- Efficient mini-batch stochastic gradient descent with centroidal Voronoi tessellation for PDE-constrained optimization under uncertainty (Q6584170) (← links)
- A combination technique for optimal control problems constrained by random PDEs (Q6587622) (← links)
- An efficient ADAM-type algorithm with finite elements discretization technique for random elliptic optimal control problems (Q6593352) (← links)
- Numerical solution of an optimal control problem with probabilistic and almost sure state constraints (Q6661695) (← links)
- Consistency of sample-based stationary points for infinite-dimensional stochastic optimization (Q6663110) (← links)
