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Group by: Date | Item Type Number of items: 4. 2024Kaarnioja, Vesa and Kuo, Frances Y. and Sloan, Ian H. (2024) Lattice-based kernel approximation and serendipitous weights for parametric PDEs in very high dimensions. In: Monte Carlo and Quasi-Monte Carlo Methods 2022. Springer Verlag. (Submitted) 2022Guth, Philipp A. and Kaarnioja, Vesa and Kuo, Frances Y. and Sloan, Ian H. (2022) Parabolic PDE-constrained optimal control under uncertainty with entropic risk measure using quasi-Monte Carlo integration. arXiv preprint arXiv:2208.02767 . (Submitted) 2021Guth, Philipp A. and Kaarnioja, Vesa and Kuo, Frances Y. and Schillings, Claudia and Sloan, Ian H. (2021) A Quasi-Monte Carlo Method for Optimal Control Under Uncertainty. SIAM/ASA Journal on Uncertainty Quantification, 9 (2). pp. 354-383. 2019Guth, Philipp A. and Kaarnioja, Vesa and Kuo, Frances Y. and Schillings, Claudia and Sloan, Ian H. (2019) A quasi-Monte Carlo method for an optimal control problem under uncertainty. ArXiv . |