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Published at December 6

Optimal control under uncertainty with joint chance state constraints: almost-everywhere bounds, variance reduction, and application to (bi-)linear elliptic PDEs

math.OC
cs.NA
math.NA
stat.CO
90C15, 65K10, 35Q93, 60H35, 35R60

Released Date: December 6, 2024

Authors: Rene Henrion1, Georg Stadler2, Florian Wechsung2

Aff.: 1Weierstrass Institute for Applied Analysis and Stochastics, Berlin, Germany; 2Courant Institute of Mathematical Sciences, New York University, New York, USA

Arxiv: http://arxiv.org/pdf/2412.05125v1