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20152025
most citedParabolic PDE-constrained optimal control under uncertainty with entropic risk measure using quasi-Monte Carlo integration

15 citations · 34 across the 19 of their papers we have counts for

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Showing 2019Show all

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math.NA2019★ 7 cited

A quasi-Monte Carlo Method for an Optimal Control Problem Under Uncertainty

Philipp A. Guth, Vesa Kaarnioja, Frances Y. Kuo +2

We study an optimal control problem under uncertainty, where the target function is the solution of an elliptic partial differential equation with random coefficients, steered by a…

math.NA2019

Uncertainty quantification using periodic random variables

Vesa Kaarnioja, Frances Y. Kuo, Ian H. Sloan

Many studies in uncertainty quantification have been carried out under the assumption of an input random field in which a countable number of independent random variables are each…