A Quasi-Monte Carlo Method for Optimal Control Under Uncertainty
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Publication:5858429
DOI10.1137/19M1294952zbMath1475.49004arXiv1910.10022MaRDI QIDQ5858429
Frances Y. Kuo, Philipp A. Guth, Claudia Schillings, Vesa Kaarnioja, Ian H. Sloan
Publication date: 13 April 2021
Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1910.10022
optimal controlquasi-Monte Carlo methoduncertainty quantificationoptimization under uncertaintyPDE-constrained optimization with uncertain coefficients
Numerical quadrature and cubature formulas (65D32) Existence theories for optimal control problems involving partial differential equations (49J20) Numerical integration (65D30)
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Cites Work
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