Numerical optimal control for problems with random forced SPDE constraints

DOI10.1155/2014/974305zbMath1298.65153WikidataQ59049105 ScholiaQ59049105MaRDI QIDQ469990

J. Herrera, Sumit K. Garg

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

Mathematics Subject Classification ID

49M37: Numerical methods based on nonlinear programming

93E20: Optimal stochastic control

60H15: Stochastic partial differential equations (aspects of stochastic analysis)

60H35: Computational methods for stochastic equations (aspects of stochastic analysis)

65M75: Probabilistic methods, particle methods, etc. for initial value and initial-boundary value problems involving PDEs

Uses Software

• KELLEY