Stochastic spline-collocation method for constrained optimal control problem governed by random elliptic PDE
zbMATH Open1429.49034MaRDI QIDQ4602015FDOQ4602015
Benxue Gong, Tongjun Sun, Wanfang Shen, Liang Ge, Wenbin Liu
Publication date: 25 January 2018
Full work available at URL: http://www.math.ualberta.ca/ijnam/Volume-14-2017/No-4-17/2017-45-09.pdf
Recommendations
- A sparse grid stochastic collocation and finite volume element method for constrained optimal control problem governed by random elliptic equations
- Stochastic Galerkin method for optimal control problem governed by random elliptic PDE with state constraints
- A priori error estimate of stochastic Galerkin method for optimal control problem governed by stochastic elliptic PDE with constrained control
- A sparse grid stochastic collocation discontinuous Galerkin method for constrained optimal control problem governed by random convection dominated diffusion equations
- Finite element approximations of stochastic optimal control problems constrained by stochastic elliptic PDEs
optimal control problemdeterministic constrained controlpriori error estimatesSmolyak approximationrandom elliptic PDEstochastic spline-collocation method
Probabilistic methods, particle methods, etc. for boundary value problems involving PDEs (65N75) Discrete approximations in optimal control (49M25) Transition functions, generators and resolvents (60J35) Error bounds for boundary value problems involving PDEs (65N15) Spectral, collocation and related methods for boundary value problems involving PDEs (65N35)
Cited In (3)
- THE h × p FINITE ELEMENT METHOD FOR OPTIMAL CONTROL PROBLEMS CONSTRAINED BY STOCHASTIC ELLIPTIC PDES
- Stochastic collocation for optimal control problems with stochastic PDE constraints by meshless techniques
- A multi-mode expansion method for boundary optimal control problems constrained by random Poisson equations
This page was built for publication: Stochastic spline-collocation method for constrained optimal control problem governed by random elliptic PDE
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4602015)
