A stochastic gradient algorithm with momentum terms for optimal control problems governed by a convection-diffusion equation with random diffusivity
DOI10.1016/J.CAM.2022.114919zbMATH Open1504.65273OpenAlexW4308498856MaRDI QIDQ2104094FDOQ2104094
Authors: Sıtkı Can Toraman, H. Yücel 
Publication date: 9 December 2022
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cam.2022.114919
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Monte Carlo methods (65C05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Probabilistic methods, particle methods, etc. for boundary value problems involving PDEs (65N75) PDEs with randomness, stochastic partial differential equations (35R60) Existence theories for optimal control problems involving partial differential equations (49J20) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Error bounds for boundary value problems involving PDEs (65N15) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) PDE constrained optimization (numerical aspects) (49M41)
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Cited In (9)
- Regular and anomalous diffusion. I: Foundations
- A stochastic gradient method for a class of nonlinear PDE-constrained optimal control problems under uncertainty
- Gradient extremum seeking for static maps with actuation dynamics governed by diffusion PDEs
- Stochastic collocation for optimal control problems with stochastic PDE constraints by meshless techniques
- Complexity Analysis of stochastic gradient methods for PDE-constrained optimal Control Problems with uncertain parameters
- Adaptive stochastic gradient descent for optimal control of parabolic equations with random parameters
- PDE-constrained optimal control problems with uncertain parameters using SAGA
- A regularized stochastic subgradient projection method for an optimal control problem in a stochastic partial differential equation
- A distributed optimal control problem with averaged stochastic gradient descent
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