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

DOI10.1142/S0219876216500286zbMATH Open1359.49007MaRDI QIDQ2972154FDOQ2972154

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)

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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)

Cites Work

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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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