The Citing articles tool gives a list of articles citing the current article. The citing articles come from EDP Sciences database, as well as other publishers participating in CrossRef Cited-by Linking Program . You can set up your personal account to receive an email alert each time this article is cited by a new article (see the menu on the right-hand side of the abstract page).
Cited article:
Matthieu Martin , Sebastian Krumscheid , Fabio Nobile
ESAIM: M2AN, 55 4 (2021) 1599-1633
Published online: 2021-08-03
This article has been cited by the following article(s):
19 articles
An efficient ADAM-type algorithm with finite elements discretization technique for random elliptic optimal control problems
Haiming Song, Hao Wang, Jiageng Wu and Jinda Yang Journal of Computational and Applied Mathematics 454 116199 (2025) https://doi.org/10.1016/j.cam.2024.116199
Sample Size Estimates for Risk-Neutral Semilinear PDE-Constrained Optimization
Johannes Milz and Michael Ulbrich SIAM Journal on Optimization 34 (1) 844 (2024) https://doi.org/10.1137/22M1512636
Parabolic PDE-constrained optimal control under uncertainty with entropic risk measure using quasi-Monte Carlo integration
Philipp A. Guth, Vesa Kaarnioja, Frances Y. Kuo, Claudia Schillings and Ian H. Sloan Numerische Mathematik 156 (2) 565 (2024) https://doi.org/10.1007/s00211-024-01397-9
A Combination Technique for Optimal Control Problems Constrained by Random PDEs
Fabio Nobile and Tommaso Vanzan SIAM/ASA Journal on Uncertainty Quantification 12 (2) 693 (2024) https://doi.org/10.1137/22M1532263
Efficient mini-batch stochastic gradient descent with Centroidal Voronoi Tessellation for PDE-constrained optimization under uncertainty
Liuhong Chen, Meixin Xiong, Ju Ming and Xiaoming He Physica D: Nonlinear Phenomena 467 134216 (2024) https://doi.org/10.1016/j.physd.2024.134216
A stochastic gradient method for a class of nonlinear PDE-constrained optimal control problems under uncertainty
Caroline Geiersbach and Teresa Scarinci Journal of Differential Equations 364 635 (2023) https://doi.org/10.1016/j.jde.2023.04.034
Multilevel quasi-Monte Carlo for optimization under uncertainty
Philipp A. Guth and Andreas Van Barel Numerische Mathematik 154 (3-4) 443 (2023) https://doi.org/10.1007/s00211-023-01364-w
Preconditioners for robust optimal control problems under uncertainty
Fabio Nobile and Tommaso Vanzan Numerical Linear Algebra with Applications 30 (2) (2023) https://doi.org/10.1002/nla.2472
Linear-quadratic optimal control of second-order parabolic systems
Xiaomin Xue, Juanjuan Xu and Huanshui Zhang Journal of Control and Decision 1 (2023) https://doi.org/10.1080/23307706.2023.2284140
Consistency of Monte Carlo Estimators for Risk-Neutral PDE-Constrained Optimization
Johannes Milz Applied Mathematics & Optimization 87 (3) (2023) https://doi.org/10.1007/s00245-023-09967-3
Reliable Error Estimates for Optimal Control of Linear Elliptic PDEs with Random Inputs
Johannes Milz SIAM/ASA Journal on Uncertainty Quantification 11 (4) 1139 (2023) https://doi.org/10.1137/22M1503889
Performance Bounds for PDE-Constrained Optimization under Uncertainty
Peng Chen and Johannes O. Royset SIAM Journal on Optimization 33 (3) 1828 (2023) https://doi.org/10.1137/21M1457916
A new regularized stochastic approximation framework for stochastic inverse problems
Jürgen Dippon, Joachim Gwinner, Akhtar A. Khan and Miguel Sama Nonlinear Analysis: Real World Applications 73 103869 (2023) https://doi.org/10.1016/j.nonrwa.2023.103869
A stochastic gradient algorithm with momentum terms for optimal control problems governed by a convection–diffusion equation with random diffusivity
Sıtkı Can Toraman and Hamdullah Yücel Journal of Computational and Applied Mathematics 422 114919 (2023) https://doi.org/10.1016/j.cam.2022.114919
A relaxation-based probabilistic approach for PDE-constrained optimization under uncertainty with pointwise state constraints
Drew P. Kouri, Mathias Staudigl and Thomas M. Surowiec Computational Optimization and Applications 85 (2) 441 (2023) https://doi.org/10.1007/s10589-023-00461-8
Sample average approximations of strongly convex stochastic programs in Hilbert spaces
Johannes Milz Optimization Letters 17 (2) 471 (2023) https://doi.org/10.1007/s11590-022-01888-4
An Approximation Scheme for Distributionally Robust PDE-Constrained Optimization
Johannes Milz and Michael Ulbrich SIAM Journal on Control and Optimization 60 (3) 1410 (2022) https://doi.org/10.1137/20M134664X
A variational inequality based stochastic approximation for estimating the flexural rigidity in random fourth-order models
Baasansuren Jadamba, Akhtar A. Khan, Fabio Raciti and Miguel Sama Communications in Nonlinear Science and Numerical Simulation 111 106406 (2022) https://doi.org/10.1016/j.cnsns.2022.106406
A stochastic regularized second-order iterative scheme for optimal control and inverse problems in stochastic partial differential equations
Marc Dambrine, Akhtar A. Khan and Miguel Sama Philosophical Transactions of the Royal Society A: Mathematical, Physical and Engineering Sciences 380 (2236) (2022) https://doi.org/10.1098/rsta.2021.0352