Numerical optimal control for problems with random forced SPDE constraints

DOI10.1155/2014/974305zbMath1298.65153OpenAlexW2063932152WikidataQ59049105 ScholiaQ59049105MaRDI QIDQ469990

J. Herrera, Sumit K. Garg

Publication date: 11 November 2014

Published in: ISRN Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2014/974305

Mathematics Subject Classification ID

Numerical methods based on nonlinear programming (49M37) Optimal stochastic control (93E20) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Probabilistic methods, particle methods, etc. for initial value and initial-boundary value problems involving PDEs (65M75)

Related Items (4)

A variational inequality based stochastic approximation for inverse problems in stochastic partial differential equations ⋮ An efficient alternating direction method of multipliers for optimal control problems constrained by random Helmholtz equations ⋮ A multi-mode expansion method for boundary optimal control problems constrained by random Poisson equations ⋮ A Convex Optimization Framework for the Inverse Problem of Identifying a Random Parameter in a Stochastic Partial Differential Equation

Uses Software

• KELLEY

Cites Work

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• Solving elliptic boundary value problems with uncertain coefficients by the finite element method: the stochastic formulation
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• A Kronecker Product Preconditioner for Stochastic Galerkin Finite Element Discretizations
• Symmetric Indefinite Preconditioners for Saddle Point Problems with Applications to PDE-Constrained Optimization Problems
• Optimization with PDE Constraints
• Finite-Dimensional Approximation of a Class of Constrained Nonlinear Optimal Control Problems

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