Consistency of Monte Carlo estimators for risk-neutral PDE-constrained optimization (Q6043153)

scientific article; zbMATH DE number 7682210

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English	Consistency of Monte Carlo estimators for risk-neutral PDE-constrained optimization	scientific article; zbMATH DE number 7682210

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instance of

scholarly article

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title

Consistency of Monte Carlo estimators for risk-neutral PDE-constrained optimization (English)

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author

Johannes Milz

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published in

Applied Mathematics and Optimization

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publication date

4 May 2023

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full work available at URL

https://arxiv.org/abs/2204.04809

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zbMATH Keywords

stochastic programming

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Monte Carlo sampling

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sample average approximation

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optimization under uncertainty

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PDE-constrained optimization

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MaRDI profile type

MaRDI publication profile

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cites work

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Identifiers

zbMATH Open document ID

1512.65095

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arXiv ID

2204.04809

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Mathematics Subject Classification ID

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10.1007/S00245-023-09967-3

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Sitelinks

Mathematics(1 entry)

mardi Publication:6043153