Optimization based model order reduction for stochastic systems
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Publication:2242119
DOI10.1016/j.amc.2020.125783OpenAlexW3126796285MaRDI QIDQ2242119
Martin Redmann, Melina A. Freitag
Publication date: 9 November 2021
Published in: Applied Mathematics and Computation (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2007.10178
System structure simplification (93B11) Stochastic systems in control theory (general) (93E03) Numerical solutions to stochastic differential and integral equations (65C30) Large-scale systems (93A15)
Related Items (4)
Full state approximation by Galerkin projection reduced order models for stochastic and bilinear systems ⋮ Complexity reduction of large-scale stochastic systems using linear quadratic Gaussian balancing ⋮ Model reduction for stochastic systems with nonlinear drift ⋮ Solving High-Dimensional Optimal Stopping Problems Using Optimization Based Model Order Reduction
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