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Taylor approximation and variance reduction for PDE-constrained optimal control under uncertainty

Numerical AnalysisMathematical ProgrammingEngineeringTaylor ApproximationPde-constrained OptimizationUncertainty QuantificationMathematical Control TheorySystems EngineeringStochastic ControlPde-constrained Optimal ControlRobust OptimizationVariance ReductionDynamic Optimization