Sparse Adaptive Tensor Galerkin Approximations of Stochastic PDE-Constrained Control Problems (Q3179318): Difference between revisions

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Latest revision as of 05:19, 13 July 2024

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Sparse Adaptive Tensor Galerkin Approximations of Stochastic PDE-Constrained Control Problems
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    Sparse Adaptive Tensor Galerkin Approximations of Stochastic PDE-Constrained Control Problems (English)
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    21 December 2016
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    linear-quadratic optimal control problems
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    stochastic or parametric coefficients
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    linear elliptic or parabolic PDE
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    analyticity
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    polynomial chaos approximation
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    symmetric saddle point problems
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    tensor Galerkin discretization
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    adaptivity
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    wavelets
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    convergence
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    optimal complexity
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