Sample Size Estimates for Risk-Neutral Semilinear PDE-Constrained Optimization.
Johannes MilzMichael UlbrichPublished in: SIAM J. Optim. (2024)
Keyphrases
- sample size
- constrained optimization
- risk neutral
- confidence intervals
- risk averse
- partial differential equations
- model selection
- risk aversion
- objective function
- risk sensitive
- upper bound
- statistical tests
- utility function
- penalty function
- stochastic programming
- generalization error
- progressive sampling
- decision makers
- worst case
- supply chain
- cost function
- image denoising
- monte carlo
- multistage
- optimization problems
- probability distribution
- special case
- evolutionary algorithm
- machine learning