Consistency of sample-based stationary points for infinite-dimensional stochastic optimization
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Publication:6442013
arXiv2306.17032MaRDI QIDQ6442013
Publication date: 29 June 2023
Monte Carlo methods (65C05) Nonlinear programming (90C30) Stochastic programming (90C15) Programming in abstract spaces (90C48) Random operators and equations (aspects of stochastic analysis) (60H25) PDEs with randomness, stochastic partial differential equations (35R60) PDEs in connection with control and optimization (35Q93) PDE constrained optimization (numerical aspects) (49M41)
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