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Taylor approximation and variance reduction for PDE-constrained optimal control under uncertainty - MaRDI portal

Taylor approximation and variance reduction for PDE-constrained optimal control under uncertainty (Q2214671)

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Taylor approximation and variance reduction for PDE-constrained optimal control under uncertainty
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    Taylor approximation and variance reduction for PDE-constrained optimal control under uncertainty (English)
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    10 December 2020
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    PDE-constrained optimal control
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    Taylor approximation
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    variance reduction
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    scalability
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    uncertainty quantification
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    high dimensionality
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