SAMPLE SIZE ESTIMATES FOR RISK-NEUTRAL SEMILINEAR PDE-CONSTRAINED OPTIMIZATION

Keyphrases

• Risk-neutral 100%
• PDE-constrained Optimization 100%
• Sample Size Calculation 100%
• Semilinear PDEs 100%
• Sample Average Approximation 100%
• Optimization Problem 25%
• Non-asymptotic 25%
• Approximation Approach 25%
• Compact Set 25%
• Numerical Illustrations 25%
• Semilinear Elliptic Partial Differential Equations 25%
• Covering number 25%
• Sampling numbers 25%
• Partial Differential Equations with Random Inputs 25%
• Exponential Tail Bounds 25%

Mathematics

• Partial Differential Equation 100%
• Semilinear 100%
• Constrained Optimization 100%
• Critical Point 100%
• Sample Average 100%
• Upper Bound 25%
• Random Input 25%
• Covering Number 25%
• Constrained Optimization Problem 25%
• Compact Set 25%