Robust Optimization of PDEs with Random Coefficients Using a Multilevel Monte Carlo Method.
Andreas Van BarelStefan VandewallePublished in: SIAM/ASA J. Uncertain. Quantification (2019)
Keyphrases
- monte carlo method
- robust optimization
- markov chain
- monte carlo
- generalized gaussian
- genetic algorithm
- mathematical programming
- bayesian learning
- posterior distribution
- decision theory
- level set
- wavelet coefficients
- learning machines
- image denoising
- image processing
- lot sizing
- image segmentation
- linear combination
- support vector
- machine learning
- semidefinite programming
- particle filter
- dynamic programming
- special case