Stochastic spline-collocation method for constrained optimal control problem governed by random elliptic PDE

MaRDI QIDQ4602015zbMATH OpenFDO

Authors Benxue Gong, Liang Ge, Tongjun Sun, Wanfang Shen, 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

zbMATH Keywords

optimal control problemdeterministic constrained controlpriori error estimatesSmolyak approximationrandom elliptic PDEstochastic spline-collocation method

Mathematics Subject Classification ID

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)

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Cited in

(7)

• A multi-mode expansion method for boundary optimal control problems constrained by random Poisson equations
• A sparse grid stochastic collocation upwind finite volume element method for the constrained optimal control problem governed by random convection diffusion equations
• Stochastic collocation for optimal control problems with stochastic PDE constraints
• A sparse grid stochastic collocation and finite volume element method for constrained optimal control problem governed by random elliptic equations
• Stochastic collocation for optimal control problems with stochastic PDE constraints by meshless techniques
• THE h × p FINITE ELEMENT METHOD FOR OPTIMAL CONTROL PROBLEMS CONSTRAINED BY STOCHASTIC ELLIPTIC PDES
• Stochastic Galerkin method for optimal control problem governed by random elliptic PDE with state constraints

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