A stochastic gradient method for a class of nonlinear PDE-constrained optimal control problems under uncertainty
DOI10.1016/j.jde.2023.04.034zbMath1518.49024arXiv2108.11782OpenAlexW3195280213MaRDI QIDQ6041823
Teresa Scarinci, Caroline Geiersbach
Publication date: 15 May 2023
Published in: Journal of Differential Equations (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2108.11782
PDE-constrained optimizationstochastic gradient methodaveraged cost minimizationnonconvex infinite-dimensional optimizationPDEs with randomness
Numerical optimization and variational techniques (65K10) PDEs with randomness, stochastic partial differential equations (35R60) Existence theories for problems in abstract spaces (49J27) Existence theories for optimal control problems involving partial differential equations (49J20) Semilinear elliptic equations (35J61) Existence of optimal solutions to problems involving randomness (49J55) PDE constrained optimization (numerical aspects) (49M41)
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