Stochastic perturbation method for optimal control problem governed by parabolic PDEs with small uncertainties

DOI10.1016/J.APNUM.2022.12.008MaRDI QIDQ6101768zbMATH OpenOpenAlexFDO

Authors Mengya Feng, Tongjun Sun

Publication date 20 June 2023

Published in Applied Numerical Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.apnum.2022.12.008

zbMATH Keywords

a priori error estimateoptimal control problemperturbation methodstochastic parabolic PDEs

Mathematics Subject Classification ID

Stochastic analysis (60Hxx) Probabilistic methods, stochastic differential equations (65Cxx) Numerical methods for partial differential equations, boundary value problems (65Nxx)

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Cited in

(4)

• Complexity Analysis of stochastic gradient methods for PDE-constrained optimal Control Problems with uncertain parameters
• A stochastic gradient method for a class of nonlinear PDE-constrained optimal control problems under uncertainty
• Adaptive perturbation method for optimal control problem governed by stochastic elliptic PDEs
• Error analysis of a hybrid numerical method for optimal control problem governed by parabolic PDEs in random cylindrical domains

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