Preconditioners for robust optimal control problems under uncertainty

DOI10.1002/NLA.2472OpenAlexW3206621892MaRDI QIDQ5887281FDOQ5887281

Authors: F. Nobile, Tommaso Vanzan 

Publication date: 18 April 2023

Published in: Numerical Linear Algebra with Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2110.07362

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zbMATH Keywords

random PDElognormal fieldsoptimal control problems under uncertaintyparameter robust preconditioners

Mathematics Subject Classification ID

Preconditioners for iterative methods (65F08)

Cited In (4)

• A combination technique for optimal control problems constrained by random PDEs
• A multigrid solver for PDE-constrained optimization with uncertain inputs
• Novel efficient iterative schemes for linear finite element approximations of elliptic optimal control problems with integral constraint on the state
• A Unified Approach to MPC with Preprocessing Using OT

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