Optimization of Gaussian Random Fields

DOI10.1137/140992187zbMath1319.49024arXiv1407.1857OpenAlexW1500354320MaRDI QIDQ5264151

Eric Dow, Qiqi Wang

Publication date: 20 July 2015

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1407.1857

zbMATH Keywords

optimizationGaussian random fieldspathwise sensitivity method

Mathematics Subject Classification ID

Random fields (60G60) Gaussian processes (60G15) Applications of optimal control and differential games (49N90) Inverse problems in optimal control (49N45) Existence of optimal solutions to problems involving randomness (49J55)

Uses Software

• NLopt

Cites Work

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