Finite element approximations of stochastic optimal control problems constrained by stochastic elliptic PDEs
DOI10.1016/J.JMAA.2010.07.036zbMATH Open1227.65011OpenAlexW2027362114MaRDI QIDQ638461FDOQ638461
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
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distributed controlfinite element methodsoptimal 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) Existence of optimal solutions to problems involving randomness (49J55) Numerical solutions to stochastic differential and integral equations (65C30)
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