Multilevel and weighted reduced basis method for stochastic optimal control problems constrained by Stokes equations

DOI10.1007/s00211-015-0743-4zbMath1344.93109OpenAlexW1558333494WikidataQ56995805 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

zbMATH Keywords

stochastic optimal controlStokes equationsmultilevel weighted reduced basis method

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Control/observation systems governed by partial differential equations (93C20) Optimal stochastic control (93E20) Linear-quadratic optimal control problems (49N10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Variational methods for second-order elliptic equations (35J20) Discrete approximations in optimal control (49M25) Existence of optimal solutions to problems involving randomness (49J55)

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