A multilevel Monte Carlo gradient estimator inside stochastic gradient descent yields linear convergence claims and large speedups for PDE-constrained optimal control under uncertainty.
Robust optimization of pdes with random coefficients using a multilevel monte carlo method,
1 Pith paper cite this work. Polarity classification is still indexing.
1
Pith paper citing it
citation-role summary
other 1
citation-polarity summary
fields
math.OC 1years
2025 1verdicts
CONDITIONAL 1roles
other 1polarities
unclear 1representative citing papers
citing papers explorer
-
Multilevel Stochastic Gradient Descent for Optimal Control Under Uncertainty
A multilevel Monte Carlo gradient estimator inside stochastic gradient descent yields linear convergence claims and large speedups for PDE-constrained optimal control under uncertainty.