PDE Constrained Optimization in Stochastic and Deterministic Problems of Multiphysics and Finance

In this dissertation we investigate methods of solving various optimization problems with PDE constraints, i.e. optimization problems that have a system of partial differential equations in the set of constraints, and develop frameworks for a number of practically inspired problems that were not con...

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Bibliographic Details
Main Author: Chernikov, Dmitry
Other Authors: Krokhmal, Pavlo
Language:en_US
Published: The University of Arizona. 2017
Subjects:
Online Access:http://hdl.handle.net/10150/626368
http://arizona.openrepository.com/arizona/handle/10150/626368