Reliable Error Estimates for Optimal Control of Linear Elliptic PDEs with Random Inputs
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Publication:6188687
DOI10.1137/22m1503889arXiv2206.09160OpenAlexW4387741675MaRDI QIDQ6188687
Publication date: 11 January 2024
Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2206.09160
stochastic programminglarge deviationsMonte Carlo samplinguncertainty quantificationPDE-constrained optimizationsample average approximation
Monte Carlo methods (65C05) Abstract computational complexity for mathematical programming problems (90C60) Stochastic programming (90C15) Linear-quadratic optimal control problems (49N10) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60) PDEs with randomness, stochastic partial differential equations (35R60) Discrete approximations in optimal control (49M25) PDEs in connection with control and optimization (35Q93)
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