Control of random PDEs: an overview

DOI10.1007/978-3-319-97613-6_10MaRDI QIDQ2419465zbMATH OpenOpenAlexFDO

Authors Jesús Martínez-Frutos, F. Periago, Francisco J. Marín

Publication date 13 June 2019

Full work available at URL https://doi.org/10.1007/978-3-319-97613-6_10

zbMATH Keywords

uncertainty quantificationrobust optimal controlstochastic expansion methodspartial differential equations with random inputsrisk averse control

Mathematics Subject Classification ID

PDEs in connection with control and optimization (35Q93) PDEs with randomness, stochastic partial differential equations (35R60)

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Cited in

(16)

• Risk-averse optimal control of semilinear elliptic PDEs
• Robust optimal Robin boundary control for the transient heat equation with random input data
• Numreical solutoin of a class of parabolic partial differential equation arising in optimal control problems with uncertainty
• Optimal control of PDEs under uncertainty. An introduction with application to optimal shape design of structures
• A POD framework to determine robust controls in PDE optimization
• Control of spatially structured random processes and random fields with applications.
• Optimization of PDEs with uncertain inputs
• Analysis of RHC for Stabilization of Nonautonomous Parabolic Equations Under Uncertainty
• Reliable Error Estimates for Optimal Control of Linear Elliptic PDEs with Random Inputs
• Probability-of-failure-based optimization for random PDEs through concentration-of-measure inequalities
• Numerical methods for PDE constrained optimization with uncertain data. Abstracts from the workshop held January 27 -- February 2, 2013.
• Comparison of approaches for random PDE optimization problems based on different matching functionals
• Parabolic PDE-constrained optimal control under uncertainty with entropic risk measure using quasi-Monte Carlo integration
• Sample average approximations of strongly convex stochastic programs in Hilbert spaces
• Numerical solution of an optimal control problem with probabilistic and almost sure state constraints
• Mean-variance risk-averse optimal control of systems governed by PDEs with random parameter fields using quadratic approximations

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