Cluster‐based gradient method for stochastic optimal control problems with elliptic partial differential equation constraint (Q6090380)
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scientific article; zbMATH DE number 7779682
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Cluster‐based gradient method for stochastic optimal control problems with elliptic partial differential equation constraint |
scientific article; zbMATH DE number 7779682 |
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Cluster‐based gradient method for stochastic optimal control problems with elliptic partial differential equation constraint (English)
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16 December 2023
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clustering algorithm
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full gradient descent
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Monte Carlo method
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optimization under uncertainty
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PDE-constrained optimization
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stochastic gradient descent
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