Finite element approximations of stochastic optimal control problems constrained by stochastic elliptic PDEs
DOI10.1016/j.jmaa.2010.07.036zbMath1227.65011OpenAlexW2027362114MaRDI QIDQ638461
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
optimal controlfinite element methodsdistributed controllinear elliptic equation with random coefficients
Numerical optimization and variational techniques (65K10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Numerical solutions to stochastic differential and integral equations (65C30) Existence of optimal solutions to problems involving randomness (49J55)
Related Items
Cites Work
- Solving elliptic boundary value problems with uncertain coefficients by the finite element method: the stochastic formulation
- Finite dimensional approximation of nonlinear problems. I: Branches of nonsingular solutions
- Sparse finite elements for elliptic problems with stochastic loading
- Finite elements for elliptic problems with stochastic coefficients
- On solving elliptic stochastic partial differential equations
- SOLVING STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS BASED ON THE EXPERIMENTAL DATA
- Approximating Infinity-Dimensional Stochastic Darcy's Equations without Uniform Ellipticity
- Finite Element Methods for Navier-Stokes Equations
- Analysis and Finite Element Approximation of Optimal Control Problems for the Stationary Navier-Stokes Equations with Distributed and Neumann Controls
- Analysis and finite element approximation of optimal control problems for the stationary Navier-Stokes equations with Dirichlet controls
- A Penalized Neumann Control Approach for Solving an Optimal Dirichlet Control Problem for the Navier--Stokes Equations
- Galerkin Finite Element Approximations of Stochastic Elliptic Partial Differential Equations
- Finite-Dimensional Approximation of a Class of Constrained Nonlinear Optimal Control Problems
- General Boundary Value Problems for Differential Equations of Sobolev Type
- Solution of stochastic partial differential equations using Galerkin finite element techniques
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item