Philipp Guth
Research Scientist
Optimization and Optimal Control
Contact
Email: Philipp.Guth(at)oeaw.ac.at
Telephone: 0043 732 2468 5243
Publications
Journal Publication (3)
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Guth, Philipp A.; Kaarnioja, Vesa (2024) Generalized dimension truncation error analysis for high-dimensional numerical integration: lognormal setting and beyond. SIAM J. Numer. Anal., Bd. 62 (2), S. 872-892.
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Guth, Philipp A.; Kaarnioja, Vesa; Kuo, Frances Y.; Schillings, Claudia; Sloan, Ian H. (online: 2024) Parabolic PDE-constrained optimal control under uncertainty with entropic risk measure using QMC integration. Numerische Mathematik, Bd. -, S. -.
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Guth, Philipp A.; Van Barel, Andreas (2023) Multilevel quasi-Monte Carlo for optimization under uncertainty. NUMER MATH, Bd. 154 (3-4), S. 443-484.
Conference Contribution: Publication in Proceedings (1)
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Guth, Philipp A.; Kaarnioja, Vesa (online: 2023) Application of dimension truncation error analysis to high-dimensional function approximation in uncertainty quantification., Monte Carlo and Quasi-Monte Carlo Methods 2022 (15th International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing): Springer.
Research Report (6)
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Guth, Philipp A.; Kunisch, Karl; Rodrigues, Sergio S. (2024) Tracking optimal feedback control under uncertain parameters. Bericht-Nr. arXiv:2402.00526 [math.OC]; arXiv:.
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Guth, Philipp A.; Schillings, Claudia; Weissmann, Simon (2023) One-shot Learning of Surrogates in PDE-constrained Optimization Under Uncertainty. Bericht-Nr. arXiv:2112.11126 [math.OC]; arXiv:.
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Guth, Philipp A.; Kaarnioja, Vesa (2023) Generalized dimension truncation error analysis for high-dimensional numerical integration: lognormal setting and beyond. Bericht-Nr. arXiv:2209.06176 [math.NA]; arXiv:.
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Guth, Philipp; Kunisch, Karl; Rodrigues, Sergio S. (2023) Stabilization of uncertain linear dynamics: an offline-online strategy. Bericht-Nr. arXiv:2307.14090 [math.OC]; arXiv:.
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Guth, Philipp; Kunisch, Karl; Rodrigues, Sergio S. (2023) Ensemble feedback stabilization of linear systems. Bericht-Nr. arXiv:2306.01079 [math.OC]; arXiv:.
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Guth, Philipp A.; Kaarnioja, Vesa (2023) Application of dimension truncation error analysis to high-dimensional function approximation in uncertainty quantification. Bericht-Nr. arXiv:2301.13693 [math.NA]; arXiv:.