Cluster‐based gradient method for stochastic optimal control problems with elliptic partial differential equation constraint
DOI10.1002/num.22844OpenAlexW3201729469WikidataQ114235167 ScholiaQ114235167MaRDI QIDQ6090380
Liuhong Chen, Meixin Xiong, Ju Ming, Lisheng Hou
Publication date: 16 December 2023
Published in: Numerical Methods for Partial Differential Equations (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/num.22844
Monte Carlo methodclustering algorithmstochastic gradient descentPDE-constrained optimizationoptimization under uncertaintyfull gradient descent
Sampling theory, sample surveys (62D05) Monte Carlo methods (65C05) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) Optimal stochastic control (93E20) PDEs with randomness, stochastic partial differential equations (35R60) PDE constrained optimization (numerical aspects) (49M41)
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