Sample Size Estimates for Risk-Neutral Semilinear PDE-Constrained Optimization
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Publication:6195313
DOI10.1137/22m1512636arXiv2207.14755OpenAlexW4392104058MaRDI QIDQ6195313
Michael Ulbrich, Johannes Milz
Publication date: 13 March 2024
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2207.14755
stochastic optimizationMonte Carlo samplinguncertainty quantificationsample average approximationsample complexityPDE-constrained optimization under uncertainty
Abstract computational complexity for mathematical programming problems (90C60) Nonlinear programming (90C30) Optimality conditions for problems involving partial differential equations (49K20) Stochastic programming (90C15) Existence theories for optimal control problems involving partial differential equations (49J20) Optimality conditions for problems involving randomness (49K45) Semilinear elliptic equations (35J61) Existence of optimal solutions to problems involving randomness (49J55)
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