A Priori Error Estimate of Stochastic Galerkin Method for Optimal Control Problem Governed by Random Parabolic PDE with Constrained Control

DOI10.1142/S0219876216500286zbMath1359.49007MaRDI QIDQ2972154

Benxue Gong, Wan-fang Shen, Tong-jun Sun, Wen-bin Liu

Publication date: 7 April 2017

Published in: International Journal of Computational Methods (Search for Journal in Brave)

zbMATH Keywords

optimal control problemstochastic Galerkin methodpriori error estimatesobstacle control constraintrandom parabolic PDE

Mathematics Subject Classification ID

Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60) Error bounds for initial value and initial-boundary value problems involving PDEs (65M15) Discrete approximations in optimal control (49M25) Probabilistic methods, particle methods, etc. for initial value and initial-boundary value problems involving PDEs (65M75)

Related Items (4)

Stochastic perturbation method for optimal control problem governed by parabolic PDEs with small uncertainties ⋮ Stochastic Galerkin method for optimal control problem governed by random elliptic PDE with state constraints ⋮ A hybrid model reduction method for stochastic parabolic optimal control problems ⋮ Dual Extreme Learning Machines-Based Spatiotemporal Modeling for Nonlinear Distributed Thermal Processes

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