Weighted Reduced Basis Method for Stochastic Optimal Control Problems with Elliptic PDE Constraint (Q2938448)

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Weighted Reduced Basis Method for Stochastic Optimal Control Problems with Elliptic PDE Constraint
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    Weighted Reduced Basis Method for Stochastic Optimal Control Problems with Elliptic PDE Constraint (English)
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    14 January 2015
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    stochastic optimal control
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    elliptic partial differential equation
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    saddle point formulation
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    stochastic collocation method
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    weighted reduced basis method
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    error estimate
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    numerical resolution
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