\textit{A priori} error estimate of stochastic Galerkin method for optimal control problem governed by random parabolic PDE with constrained control

DOI10.1142/S0219876216500286MaRDI QIDQ2972154zbMATH OpenFDO

Authors Benxue Gong, Tongjun Sun, Wanfang Shen, Wenbin Liu

Publication date 7 April 2017

Published in International Journal of Computational Methods (Search for Journal in Brave)

zbMATH Keywords

optimal control problemstochastic Galerkin methodpriori error estimatesobstacle control constraintrandom parabolic PDE

Mathematics Subject Classification ID

Discrete approximations in optimal control (49M25) Error bounds for initial value and initial-boundary value problems involving PDEs (65M15) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60) Probabilistic methods, particle methods, etc. for initial value and initial-boundary value problems involving PDEs (65M75)

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Cited in

(7)

• Stochastic perturbation method for optimal control problem governed by parabolic PDEs with small uncertainties
• Stochastic Galerkin method for optimal control problem governed by random elliptic PDE with state constraints
• A priori error estimate of perturbation method for optimal control problem governed by elliptic PDEs with small uncertainties
• Dual Extreme Learning Machines-Based Spatiotemporal Modeling for Nonlinear Distributed Thermal Processes
• A hybrid model reduction method for stochastic parabolic optimal control problems
• Parabolic PDE-constrained optimal control under uncertainty with entropic risk measure using quasi-Monte Carlo integration
• On effective stochastic Galerkin finite element method for stochastic optimal control governed by integral-differential equations with random coefficients

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