Mean-Variance Risk-Averse Optimal Control of Systems Governed by PDEs with Random Parameter Fields Using Quadratic Approximations (Q4636356)
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scientific article; zbMATH DE number 6861787
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mean-Variance Risk-Averse Optimal Control of Systems Governed by PDEs with Random Parameter Fields Using Quadratic Approximations |
scientific article; zbMATH DE number 6861787 |
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Mean-Variance Risk-Averse Optimal Control of Systems Governed by PDEs with Random Parameter Fields Using Quadratic Approximations (English)
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19 April 2018
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optimization under uncertainty
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PDE-constrained optimization
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optimal control
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risk-aversion
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PDEs with random coefficients
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Gaussian measure
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Hessian
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trace estimators
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