Stochastic Collocation for Optimal Control Problems with Stochastic PDE Constraints
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Publication:4905922
DOI10.1137/110835438zbMath1260.60125OpenAlexW2040960244MaRDI QIDQ4905922
Hanne Tiesler, Dongbin Xiu, Robert M. Kirby, Tobias Preusser
Publication date: 21 February 2013
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/110835438
Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) PDEs in connection with control and optimization (35Q93)
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