Multilevel stochastic gradient descent for optimal control under uncertainty (bibtex)

by Baumgarten, Niklas and Schneiderhan, David

Reference:

Multilevel stochastic gradient descent for optimal control under uncertainty (Baumgarten, Niklas and Schneiderhan, David), Technical report 2025/28, Karlsruhe Institute of Technology, 2025.

Bibtex Entry:

@techreport {10.5445/IR/1000182567,
       AUTHOR = {Baumgarten, Niklas and Schneiderhan, David},
        TITLE = {Multilevel stochastic gradient descent 
                 for optimal control under uncertainty},
         YEAR = {2025},
        MONTH = {jun},
  INSTITUTION = {Karlsruhe Institute of Technology},
         TYPE = {CRC 1173 Preprint},
         ISSN = {2365-662X},
       NUMBER = {2025/28},
          DOI = {10.5445/IR/1000182567},
          URL = {https://www.waves.kit.edu/downloads/CRC1173_Preprint_2025-28.pdf},
     FILESURL = {https://gitlab.kit.edu/kit/mpp/mpp},
}