Numreical solutoin of a class of parabolic partial differential equation arising in optimal control problems with uncertainty (Q3988608)

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Numreical solutoin of a class of parabolic partial differential equation arising in optimal control problems with uncertainty
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    Numreical solutoin of a class of parabolic partial differential equation arising in optimal control problems with uncertainty (English)
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    28 June 1992
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    numerical examples
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    optimal control
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    linear parabolic systems
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    Lagrange multipliers
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    iterative algorithm
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    heat equation
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