Stochastic collocation for optimal control problems with stochastic PDE constraints
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Publication:4905922
DOI10.1137/110835438zbMATH Open1260.60125OpenAlexW2040960244MaRDI QIDQ4905922FDOQ4905922
Authors: Hanne Tiesler, Robert M. Kirby, Dongbin Xiu, Tobias Preusser 
Publication date: 21 February 2013
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/110835438
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Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs in connection with control and optimization (35Q93) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)
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