Optimal control under uncertainty with joint chance state constraints: almost-everywhere bounds, variance reduction, and application to (bi-)linear elliptic PDEs

Fuente: arXiv

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Bibliographic Details
Main Authors:	Henrion, Rene, Stadler, Georg, Wechsung, Florian
Format:	Preprint
Published:	2024
Subjects:	Optimization and Control Numerical Analysis Computation 90C15, 65K10, 35Q93, 60H35, 35R60
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2412.05125