Stochastic optimization using a sparse grid collocation scheme

Probabilistic Engineering Mechanics

Volumn 24, Issue 3, 2009, Pages 382-396

  Sankaran, Sethuraman ^a  

^a UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

Inverse problems; Robust design; Smolyak algorithm; Sparse grid collocation; Stochastic optimization; Stochastic sensitivities

Indexed keywords

DESIGN; DIFFERENTIAL EQUATIONS; DISTRIBUTION FUNCTIONS; HEAT CONDUCTION; NONLINEAR CONTROL SYSTEMS; OPTIMIZATION; PROBABILITY DENSITY FUNCTION; RANDOM PROCESSES; WIRELESS TELECOMMUNICATION SYSTEMS;

ROBUST DESIGN; SMOLYAK ALGORITHM; SPARSE GRID COLLOCATION; STOCHASTIC OPTIMIZATION; STOCHASTIC SENSITIVITIES;

INVERSE PROBLEMS;

EID: 63649131723     PISSN: 02668920     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.probengmech.2008.11.002     Document Type: Article

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