Risk-Averse Control of Fractional Diffusion with Uncertain Exponent
DOI10.1137/20M1324958zbMath1465.49002OpenAlexW3146575546MaRDI QIDQ5858107
Drew P. Kouri, Johannes Pfefferer, Harbir Antil
Publication date: 9 April 2021
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/20m1324958
optimal controlerror estimatesfinite element methodrisk measuresfractional diffusionuncertain fractional exponent
Fractional derivatives and integrals (26A33) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Numerical interpolation (65D05) 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) Existence theories for optimal control problems involving partial differential equations (49J20) Discrete approximations in optimal control (49M25)
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