On Effective Stochastic Galerkin Finite Element Method for Stochastic Optimal Control Governed by Integral-Differential Equations with Random Coefficients

DOI10.4208/JCM.1611-M2016-0676zbMath1413.65431OpenAlexW2790951261MaRDI QIDQ4688170

Liang Ge, Wan-fang Shen

Publication date: 22 October 2018

Published in: Journal of Computational Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4208/jcm.1611-m2016-0676

zbMATH Keywords

optimal control problemstochastic Galerkin methodeffective gradient algorithmelliptic integro-differential equations with random coefficients

Mathematics Subject Classification ID

Optimality conditions for problems involving partial differential equations (49K20) Stability and convergence of numerical methods for boundary value problems involving PDEs (65N12) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) Iterative numerical methods for linear systems (65F10) PDEs with randomness, stochastic partial differential equations (35R60) Optimality conditions for problems involving randomness (49K45) Integro-partial differential equations (35R09)

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