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Document type:
Konferenzbeitrag 
Contribution type:
Vortrag / Präsentation 
Author(s):
P.S.Koutsourelakis 
Title:
High-dimensional optimization in the presence of uncertainty: applications in random heterogeneous media (invited talk) 
Abstract:
This talk is concerned with the optimization/design/control of complex systems character- ized by high-dimensional uncertainties and design variables. Expected utility maximization involves maximizing, with respect to design/control parameters, an integral expression with respect to the random variables. The problem is difficult because the integration is embed- ded in the maximization and has to be evaluated many times for different design parameters. Furthermore each of these evaluations...    »
 
Book / Congress title:
Numerical Methods for Uncertainty Quantification 
Congress (additional information):
Hausdorff Center of Mathematics 
Date of congress:
May 2013 
Year:
2013