Stochastic Galerkin method for optimal control problem governed by random elliptic PDE with state constraints
DOI10.1007/s10915-018-0823-6zbMath1428.65095OpenAlexW2890224601MaRDI QIDQ1999877
Liang Ge, Wan-fang Shen, Wen-bin Liu
Publication date: 27 June 2019
Published in: Journal of Scientific Computing (Search for Journal in Brave)
Full work available at URL: https://kar.kent.ac.uk/69853/1/2018-05-28-shen-state-constrain-elliptic.pdf
stochastic optimal controlprojection methodstochastic Galerkin methodoptimal control problem with state constraints
Control/observation systems governed by partial differential equations (93C20) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) A priori estimates in context of PDEs (35B45) PDEs with randomness, stochastic partial differential equations (35R60) Numerical solutions to stochastic differential and integral equations (65C30) PDEs in connection with control and optimization (35Q93)
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