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20142023
most citedIterative ensemble smoother as an approximate solution to a regularized minimum-average-cost problem: theory and applications

121 citations · 129 across the 4 of their papers we have counts for

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math.OC2023

Review of ensemble gradients for robust optimisation

Patrick N. Raanes, Andreas S. Stordal, Rolf J. Lorentzen

In robust optimisation problems the objective function consists of an average over (an ensemble of) uncertain parameters. Ensemble optimisation (EnOpt) implements steepest descent…