Consistency of Monte Carlo Estimators for Risk-Neutral PDE-Constrained Optimization
Author:
Funder
Deutsche Forschungsgemeinschaft
Publisher
Springer Science and Business Media LLC
Subject
Applied Mathematics,Control and Optimization
Link
https://link.springer.com/content/pdf/10.1007/s00245-023-09967-3.pdf
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3. Alexanderian, A., Petra, N., Stadler, G., Ghattas, O.: Mean-variance risk-averse optimal control of systems governed by PDEs with random parameter fields using quadratic approximations. SIAM/ASA J. Uncertain. Quantif. 5(1), 1166–1192 (2017). https://doi.org/10.1137/16M106306X
4. Aliprantis, C.D., Border, K.C.: Infinite Dimensional Analysis: A Hitchhiker’s Guide, 3rd edn. Springer, Berlin (2006). https://doi.org/10.1007/3-540-29587-9
5. Alla, A., Hinze, M., Kolvenbach, P., Lass, O., Ulbrich, S.: A certified model reduction approach for robust parameter optimization with PDE constraints. Adv. Comput. Math. 45(3), 1221–1250 (2019). https://doi.org/10.1007/s10444-018-9653-1
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