Numerical optimal control for problems with random forced SPDE constraints
DOI10.1155/2014/974305zbMATH Open1298.65153OpenAlexW2063932152WikidataQ59049105 ScholiaQ59049105MaRDI QIDQ469990FDOQ469990
Publication date: 11 November 2014
Published in: ISRN Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1155/2014/974305
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Cites Work
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- Optimization with PDE Constraints
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- Symmetric Indefinite Preconditioners for Saddle Point Problems with Applications to PDE-Constrained Optimization Problems
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- Finite-Dimensional Approximation of a Class of Constrained Nonlinear Optimal Control Problems
- Solving elliptic boundary value problems with uncertain coefficients by the finite element method: the stochastic formulation
- A Kronecker Product Preconditioner for Stochastic Galerkin Finite Element Discretizations
- Preconditioning Stochastic Galerkin Saddle Point Systems
Cited In (8)
- A variational inequality based stochastic approximation for inverse problems in stochastic partial differential equations
- A convex optimization framework for the inverse problem of identifying a random parameter in a stochastic partial differential equation
- An efficient ADAM-type algorithm with finite elements discretization technique for random elliptic optimal control problems
- 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
- A multi-mode expansion method for boundary optimal control problems constrained by random Poisson 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
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