A hybrid model reduction method for stochastic parabolic optimal control problems
From MaRDI portal
Publication:2020265
DOI10.1016/j.cma.2020.113244zbMath1506.49018MaRDI QIDQ2020265
Publication date: 23 April 2021
Published in: Computer Methods in Applied Mechanics and Engineering (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cma.2020.113244
93B11: System structure simplification
93E20: Optimal stochastic control
65M60: Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs
49M25: Discrete approximations in optimal control
49K45: Optimality conditions for problems involving randomness
49M41: PDE constrained optimization (numerical aspects)
Uses Software