Numreical solutoin of a class of parabolic partial differential equation arising in optimal control problems with uncertainty

DOI10.1002/num.1690080105zbMath0745.65043OpenAlexW2146198187WikidataQ115399277 ScholiaQ115399277MaRDI QIDQ3988608

Anthony P. Peirce, Munther A. Dahleh

Publication date: 28 June 1992

Published in: Numerical Methods for Partial Differential Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/num.1690080105

zbMATH Keywords

optimal controlLagrange multipliersiterative algorithmheat equationnumerical exampleslinear parabolic systems

Mathematics Subject Classification ID

Optimality conditions for problems involving partial differential equations (49K20) Numerical optimization and variational techniques (65K10) Discrete approximations in optimal control (49M25)

Related Items (2)

Unnamed Item ⋮ A direct approach to the finite element solution of elliptic optimal control problems

Cites Work

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