A multi-mode expansion method for boundary optimal control problems constrained by random Poisson equations

DOI10.3934/ERA.2020052MaRDI QIDQ779916zbMATH OpenOpenAlexFDO

Authors Jingshi Li, Jiachuan Zhang, Guoliang Ju, Juntao You

Publication date 14 July 2020

Published in Electronic Research Archive (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3934/era.2020052

zbMATH Keywords

alternating direction method of multipliersboundary controlmulti-modes representationrandom optimal control problemsrandom Poisson equations

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical optimization and variational techniques (65K10) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30)

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