Stochastic Optimal Robin Boundary Control Problems of Advection-Dominated Elliptic Equations

DOI10.1137/120884158zbMath1281.49015OpenAlexW2034942773WikidataQ56996069 ScholiaQ56996069MaRDI QIDQ2870624

Gianluigi Rozza, Peng Chen, Alfio M. Quarteroni

Publication date: 21 January 2014

Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/120884158

zbMATH Keywords

error estimate stochastic regularity saddle point formulation finite element stabilization stochastic collocation approximation stochastic optimal Robin boundary control

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Optimal stochastic control (93E20) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Numerical solutions to stochastic differential and integral equations (65C30) Existence theories for optimal control problems involving partial differential equations (49J20) 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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