Multilevel and weighted reduced basis method for stochastic optimal control problems constrained by Stokes equations
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Publication:271562
DOI10.1007/s00211-015-0743-4zbMath1344.93109WikidataQ56995805 ScholiaQ56995805MaRDI QIDQ271562
Peng Chen, Gianluigi Rozza, Alfio M. Quarteroni
Publication date: 7 April 2016
Published in: Numerische Mathematik (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00211-015-0743-4
65K10: Numerical optimization and variational techniques
93C20: Control/observation systems governed by partial differential equations
93E20: Optimal stochastic control
49N10: Linear-quadratic optimal control problems
60H15: Stochastic partial differential equations (aspects of stochastic analysis)
60H35: Computational methods for stochastic equations (aspects of stochastic analysis)
65C30: Numerical solutions to stochastic differential and integral equations
35J20: Variational methods for second-order elliptic equations
49M25: Discrete approximations in optimal control
49J55: Existence of optimal solutions to problems involving randomness
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