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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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math.NA2022

Generalized dimension truncation error analysis for high-dimensional numerical integration: lognormal setting and beyond

Philipp A. Guth, Vesa Kaarnioja

Partial differential equations (PDEs) with uncertain or random inputs have been considered in many studies of uncertainty quantification. In forward uncertainty quantification, one…

math.NA2022★ 15 cited

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

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

We study the application of a tailored quasi-Monte Carlo (QMC) method to a class of optimal control problems subject to parabolic partial differential equation (PDE) constraints un…