Stochastic gradient methods for almost sure state constraints for optimal control of gas flow under uncertainty (C08*)

• Subject Area: Mathematics
• Term: since 2022
• Project identifier: Deutsche Forschungsgemeinschaft (DFG) - Project number 239904186

The goal of this project is the development of stochastic gradient methods for the treatment of almost sure state constraints. Such constraints arise for example in the nomination validation of gas networks under uncertain demands but also play a role in the transition towards future hydrogen networks. A focus of the project is the consideration of sequences of relaxed problems intertwined with the stochastic gradient method and a rigorous mathematical convergence analysis of the resulting methods.

• DFG Programme: CRC/Transregios
• Subproject of: TRR 154: Mathematical modelling, simulation and optimization using the example of gas networks
• Applicant Institution: Friedrich-Alexander-Universität Erlangen-Nürnberg
• Project Head: Professor Dr. Michael Hintermüller