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

DOI10.1016/J.JMAA.2010.07.036MaRDI QIDQ638461zbMATH OpenOpenAlexFDO

Authors 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

distributed controlfinite element methodsoptimal controllinear elliptic equation with random coefficients

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Existence of optimal solutions to problems involving randomness (49J55) Numerical solutions to stochastic differential and integral equations (65C30)

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Cited in

(53)

• A distributed optimal control problem with averaged stochastic gradient descent
• Taylor approximation and variance reduction for PDE-constrained optimal control under uncertainty
• Risk-averse optimal control of semilinear elliptic PDEs
• Local-global model reduction method for stochastic optimal control problems constrained by partial differential equations
• Projected stochastic gradients for convex constrained problems in Hilbert spaces
• Multilevel Monte Carlo Analysis for Optimal Control of Elliptic PDEs with Random Coefficients
• Propagation of two independent sources of uncertainty in the electrocardiography imaging inverse solution
• Discretization of a distributed optimal control problem with a stochastic parabolic equation driven by multiplicative noise
• Optimal control with stochastic PDE constraints and uncertain controls
• Stochastic perturbation method for optimal control problem governed by parabolic PDEs with small uncertainties
• \textit{A priori} error estimate of stochastic Galerkin method for optimal control problem governed by random parabolic PDE with constrained control
• Multilevel and weighted reduced basis method for stochastic optimal control problems constrained by Stokes equations
• A sparse grid stochastic collocation and finite volume element method for constrained optimal control problem governed by random elliptic equations
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• A sparse grid stochastic collocation discontinuous Galerkin method for constrained optimal control problem governed by random convection dominated diffusion equations
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• Mean-variance risk-averse optimal control of systems governed by PDEs with random parameter fields using quadratic approximations
• Reduced basis methods for uncertainty quantification
• Optimal approximation to a class of nonlinear evolution equations

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