Finite element approximations of stochastic optimal control problems constrained by stochastic elliptic PDEs

DOI10.1016/j.jmaa.2010.07.036zbMath1227.65011MaRDI QIDQ638461

Juan-Miguel Gracia

Publication date: 12 September 2011

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmaa.2010.07.036

zbMATH Keywords

optimal control; finite element methods; distributed control; linear elliptic equation with random coefficients

Mathematics Subject Classification ID

65K10: Numerical optimization and variational techniques

60H15: Stochastic partial differential equations (aspects of stochastic analysis)

35R60: PDEs with randomness, stochastic partial differential equations

65C30: Numerical solutions to stochastic differential and integral equations

49J55: Existence of optimal solutions to problems involving randomness