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Mean-Variance Risk-Averse Optimal Control of Systems Governed by PDEs with Random Parameter Fields Using Quadratic Approximations.
Alen Alexanderian
Noemi Petra
Georg Stadler
Omar Ghattas
Published in:
SIAM/ASA J. Uncertain. Quantification (2017)
Keyphrases
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optimal control
risk averse
utility function
dynamic programming
infinite horizon
control strategy
image denoising
risk aversion
risk sensitive
real time
decision makers
level set
markov chain
partial differential equations
risk neutral