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20192026
most citedParabolic PDE-constrained optimal control under uncertainty with entropic risk measure using quasi-Monte Carlo integration

15 citations · 26 across the 15 of their papers we have counts for

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8 papers · 1 filter

math.OC2026

Dynamic output-feedback stabilization of uncertain linear dynamics via digital twins

Philipp A. Guth, Karl Kunisch, Sergio S. Rodrigues +1

This work presents a digital twin framework for output-feedback stabilization and parameter identification in uncertain dynamical systems. A virtual model evolves in parallel with…

math.OC2026

Multilevel Stochastic Gradient Descent for Risk-Averse PDE-Constrained Optimization

Niklas Baumgarten, Philipp A. Guth, David Schneiderhan +1

We present recent advances in applying and analyzing multilevel stochastic gradient descent algorithms to risk-averse, three-dimensional PDE-constrained optimization problems. The…

math.OC2025

Approximation of risk-averse optimal feedback control

Philipp A. Guth, Karl Kunisch

The challenge of constructing feedback control laws for risk-averse optimal control of partial differential equations (PDEs) with random coefficients is addressed. The control obje…

math.OC2024

Quasi-Monte Carlo integration for feedback control under uncertainty

Philipp A. Guth, Peter Kritzer, Karl Kunisch

A control in feedback form is derived for linear quadratic, time-invariant optimal control problems subject to parabolic partial differential equations with coefficients depending…

math.OC2024

Tracking optimal feedback control under uncertain parameters

Philipp A. Guth, Karl Kunisch, Sergio S. Rodrigues

Optimal control problems of tracking type for a class of linear systems with uncertain parameters in the dynamics are investigated. An affine tracking feedback control input is obt…

math.OC2023

Stabilization of uncertain linear dynamics: an offline-online strategy

Philipp A. Guth, Karl Kunisch, Sérgio S. Rodrigues

A strategy is proposed for adaptive stabilization of linear systems, depending on an uncertain parameter. Offline, the Riccati stabilizing feedback input control operators, corresp…

math.OC2023★ 2 cited

Ensemble Feedback Stabilization of Linear Systems

Philipp A. Guth, Karl Kunisch, Sergio S. Rodrigues

Stabilization of linear control systems with parameter-dependent system matrices is investigated. A Riccati based feedback mechanism is proposed and analyzed. It is constructed by…

math.OC2021

One-shot Learning of Surrogates in PDE-constrained Optimization Under Uncertainty

Philipp A. Guth, Claudia Schillings, Simon Weissmann

We propose a general framework for machine learning based optimization under uncertainty. Our approach replaces the complex forward model by a surrogate, which is learned simultane…