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math.OC2022
Using Spectral Submanifolds for Nonlinear Periodic Control
Florian Mahlknecht, John Irvin Alora, Shobhit Jain +4
Very high dimensional nonlinear systems arise in many engineering problems due to semi-discretization of the governing partial differential equations, e.g. through finite element m…
math.OC2022★ 5 cited
Sample Average Approximation for Stochastic Programming with Equality Constraints
Thomas Lew, Riccardo Bonalli, Marco Pavone
We revisit the sample average approximation (SAA) approach for non-convex stochastic programming. We show that applying the SAA approach to problems with expected value equality co…