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• W3207617059 abstract "In this paper we extend the adaptive gradient descent (AdaGrad) algorithm to the optimal distributed control of parabolic partial differential equations with uncertain parameters. This stochastic optimization method achieves an improved convergence rate through adaptive scaling of the gradient step size. We prove the convergence of the algorithm for this infinite dimensional problem under suitable regularity, convexity, and finite variance conditions, and relate these to verifiable properties of the underlying system parameters. Finally, we apply our algorithm to the optimal thermal regulation of lithium battery systems under uncertain loads." @default.
• W3207617059 created "2021-10-25" @default.
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• W3207617059 date "2021-10-20" @default.
• W3207617059 modified "2023-10-14" @default.
• W3207617059 title "Adaptive Gradient Descent for Optimal Control of Parabolic Equations with Random Parameters" @default.
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• W3207617059 doi "https://doi.org/10.48550/arxiv.2110.10671" @default.
• W3207617059 hasPublicationYear "2021" @default.
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