Parabolic PDE-constrained optimal control under uncertainty with entropic risk measure using quasi-Monte Carlo integration

Fuente: arXiv

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Bibliographic Details
Main Authors:	Guth, Philipp A., Kaarnioja, Vesa, Kuo, Frances Y., Schillings, Claudia, Sloan, Ian H.
Format:	Preprint
Published:	2022
Subjects:	Numerical Analysis Optimization and Control 65D30, 65D32, 49M41, 35R60
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2208.02767