An efficient Monte Carlo method for optimal control problems with uncertainty (Q1421741)
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scientific article; zbMATH DE number 2037031
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An efficient Monte Carlo method for optimal control problems with uncertainty |
scientific article; zbMATH DE number 2037031 |
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An efficient Monte Carlo method for optimal control problems with uncertainty (English)
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3 February 2004
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Monte Carlo method
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optimal control
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Burgers equation
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uncertainty quantification
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sensitivity derivatives
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