Preconditioners for robust optimal control problems under uncertainty

DOI10.1002/NLA.2472MaRDI QIDQ5887281zbMATH OpenOpenAlexFDO

Authors F. Nobile, Tommaso Vanzan

Publication date 18 April 2023

Published in Numerical Linear Algebra with Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2110.07362

zbMATH Keywords

random PDElognormal fieldsoptimal control problems under uncertaintyparameter robust preconditioners

Mathematics Subject Classification ID

Preconditioners for iterative methods (65F08)

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Cited in

(7)

• Efficient PDE-constrained optimization under high-dimensional uncertainty using derivative-informed neural operators
• Optimization problems governed by systems of PDEs with uncertainties
• A combination technique for optimal control problems constrained by random PDEs
• A multigrid solver for PDE-constrained optimization with uncertain inputs
• Novel efficient iterative schemes for linear finite element approximations of elliptic optimal control problems with integral constraint on the state
• A Unified Approach to MPC with Preprocessing Using OT
• Multilevel quadrature formulae for the optimal control of random PDEs

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