Sparse Grid Collocation Method for an Optimal Control Problem Involving a Stochastic Partial Differential Equation with Random Inputs
DOI10.4208/eajam.041013.180314azbMath1309.49025OpenAlexW2317708693WikidataQ115211254 ScholiaQ115211254MaRDI QIDQ5175447
Publication date: 23 February 2015
Published in: East Asian Journal on Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.4208/eajam.041013.180314a
optimal controlstochastic partial differential equationsfinite element methodsdistributed controlsparse grid collocation
Spectral, collocation and related methods for boundary value problems involving PDEs (65N35) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) Optimal stochastic control (93E20) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Spectral, collocation and related methods for initial value and initial-boundary value problems involving PDEs (65M70) PDEs with randomness, stochastic partial differential equations (35R60) Multigrid methods; domain decomposition for initial value and initial-boundary value problems involving PDEs (65M55) Discrete approximations in optimal control (49M25) Optimality conditions for problems involving randomness (49K45) Existence of optimal solutions to problems involving randomness (49J55)
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