Numerical optimal control for problems with random forced SPDE constraints
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Publication:469990
Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Numerical methods based on nonlinear programming (49M37) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Probabilistic methods, particle methods, etc. for initial value and initial-boundary value problems involving PDEs (65M75) Optimal stochastic control (93E20)
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Cites work
- scientific article; zbMATH DE number 49187 (Why is no real title available?)
- scientific article; zbMATH DE number 1274356 (Why is no real title available?)
- scientific article; zbMATH DE number 741107 (Why is no real title available?)
- scientific article; zbMATH DE number 5060482 (Why is no real title available?)
- scientific article; zbMATH DE number 3046994 (Why is no real title available?)
- A Kronecker Product Preconditioner for Stochastic Galerkin Finite Element Discretizations
- Finite-Dimensional Approximation of a Class of Constrained Nonlinear Optimal Control Problems
- Optimization with PDE Constraints
- Preconditioning Stochastic Galerkin Saddle Point Systems
- Solving elliptic boundary value problems with uncertain coefficients by the finite element method: the stochastic formulation
- Symmetric Indefinite Preconditioners for Saddle Point Problems with Applications to PDE-Constrained Optimization Problems
Cited in
(11)- A convex optimization framework for the inverse problem of identifying a random parameter in a stochastic partial differential equation
- A multi-mode expansion method for boundary optimal control problems constrained by random Poisson equations
- Optimizing the fractional power in a model with stochastic PDE constraints
- A variational inequality based stochastic approximation for inverse problems in stochastic partial differential equations
- The numerical synthesis of optimal control for a linear differential equation with random coefficient
- An efficient alternating direction method of multipliers for optimal control problems constrained by random Helmholtz equations
- A combination technique for optimal control problems constrained by random PDEs
- An efficient ADAM-type algorithm with finite elements discretization technique for random elliptic optimal control problems
- Numerical solution of an optimal control problem with probabilistic and almost sure state constraints
- Reduced approach for stochastic optimal control problems
- A stochastic gradient algorithm with momentum terms for optimal control problems governed by a convection-diffusion equation with random diffusivity
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