Stochastic perturbation method for optimal control problem governed by parabolic PDEs with small uncertainties

DOI10.1016/j.apnum.2022.12.008OpenAlexW4313530723MaRDI QIDQ6101768

Mengya Feng, Tong-jun Sun

Publication date: 20 June 2023

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

Full work available at URL: https://doi.org/10.1016/j.apnum.2022.12.008

zbMATH Keywords

perturbation methodoptimal control problema priori error estimatestochastic parabolic PDEs

Mathematics Subject Classification ID

Stochastic analysis (60Hxx) Numerical methods for partial differential equations, boundary value problems (65Nxx) Probabilistic methods, stochastic differential equations (65Cxx)

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