85 citations · 405 across the 34 of their papers we have counts for
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math.NA2022
A combination technique for optimal control problems constrained by random PDEs
Fabio Nobile, Tommaso Vanzan
We present a combination technique based on mixed differences of both spatial approximations and quadrature formulae for the stochastic variables to solve efficiently a class of Op…
math.NA2022★ 4 cited
Gradient-based optimisation of the conditional-value-at-risk using the multi-level Monte Carlo method
Sundar Ganesh, Fabio Nobile
In this work, we tackle the problem of minimising the Conditional-Value-at-Risk (CVaR) of output quantities of complex differential models with random input data, using gradient-ba…
stat.CO2022★ 10 cited
Quantifying uncertain system outputs via the multi-level Monte Carlo method -- distribution and robustness measures
Quentin Ayoul-Guilmard, Sundar Ganesh, Sebastian Krumscheid +1
In this work, we consider the problem of estimating the probability distribution, the quantile or the conditional expectation above the quantile, the so called conditional-value-at…