A HERMITE SPECTRAL METHOD FOR A FOKKER-PLANCK OPTIMAL CONTROL PROBLEM IN AN UNBOUNDED DOMAIN
DOI10.1615/Int.J.UncertaintyQuantification.2015010310zbMath1498.65173MaRDI QIDQ5052246
Masoumeh Mohammadi, Alfio Borzì
Publication date: 24 November 2022
Published in: International Journal for Uncertainty Quantification (Search for Journal in Brave)
Optimality conditions for problems involving partial differential equations (49K20) Numerical optimization and variational techniques (65K10) Numerical methods based on necessary conditions (49M05) Applications of stochastic analysis (to PDEs, etc.) (60H30) Spectral, collocation and related methods for initial value and initial-boundary value problems involving PDEs (65M70) Numerical solutions to stochastic differential and integral equations (65C30)
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