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20122024
most citedCompressive sensing adaptation for polynomial chaos expansions

67 citations · 170 across the 7 of their papers we have counts for

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math.OC2019★ 2 cited

A Multilevel Stochastic Gradient method for PDE-constrained Optimal Control Problems with uncertain parameters

Matthieu Martin, Fabio Nobile, Panagiotis Tsilifis

In this paper, we present a multilevel Monte Carlo (MLMC) version of the Stochastic Gradient (SG) method for optimization under uncertainty, in order to tackle Optimal Control Prob…