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"Parabolic PDE-constrained optimal control under uncertainty with entropic ..."
Philipp A. Guth et al. (2024)
- Philipp A. Guth, Vesa Kaarnioja, Frances Y. Kuo, Claudia Schillings, Ian H. Sloan
:
Parabolic PDE-constrained optimal control under uncertainty with entropic risk measure using quasi-Monte Carlo integration. Numerische Mathematik 156(2): 565-608 (2024)
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