Efficient numerical methods for elliptic optimal control problems with random coefficient
DOI10.3934/ERA.2020053OpenAlexW3036561748MaRDI QIDQ779918FDOQ779918
Authors: Xiaowei Pang, Haiming Song, Jiachuan Zhang, Xiaoshen Wang 
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.2020053
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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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Cited In (5)
- Multilevel Monte Carlo Analysis for Optimal Control of Elliptic PDEs with Random Coefficients
- Numerical optimal control for problems with random forced SPDE constraints
- Numerical Methods for Constrained Elliptic Optimal Control Problems with Rapidly Oscillating Coefficients
- The numerical synthesis of optimal control for a linear differential equation with random coefficient
- An efficient alternating direction method of multipliers for optimal control problems constrained by random Helmholtz equations
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