Alternating direction based method for optimal control problem constrained by Stokes equation
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Publication:2075142
DOI10.1515/JIIP-2020-0101zbMATH Open1485.90133OpenAlexW3131794530MaRDI QIDQ2075142FDOQ2075142
Authors: Yu Gao, Jingzhi Li, Yongcun Song, Chao Wang, Kai Zhang 
Publication date: 14 February 2022
Published in: Journal of Inverse and Ill-posed Problems (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1515/jiip-2020-0101
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Cited In (3)
- An alternating direction method of multipliers for optimal control problems constrained with elliptic equations
- Adaptive neural network surrogate model for solving the implied volatility of time-dependent American option via Bayesian inference
- An efficient alternating direction method of multipliers for optimal control problems constrained by random Helmholtz equations
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