A combination technique for optimal control problems constrained by random PDEs

DOI10.1137/22m1532263zbMath1545.49028MaRDI QIDQ6587622

Fabio Nobile, Tommaso Vanzan

Publication date: 14 August 2024

Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)

zbMATH Keywords

sparse gridscombination techniqueoptimization under uncertaintyrandom PDEs

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Optimality conditions for problems involving partial differential equations (49K20) Stochastic programming (90C15) Optimality conditions for problems involving randomness (49K45) PDE constrained optimization (numerical aspects) (49M41) Numerical approximation of high-dimensional functions; sparse grids (65D40)

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