Reduced approach for stochastic optimal control problems
From MaRDI portal
Recommendations
- Local-global model reduction method for stochastic optimal control problems constrained by partial differential equations
- Numerical optimal control for problems with random forced SPDE constraints
- Stochastic collocation for optimal control problems with stochastic PDE constraints
- An efficient gradient projection method for stochastic optimal control problems
- Weighted reduced basis method for stochastic optimal control problems with elliptic PDE constraint
Cites work
- A penalty method for PDE-constrained optimization in inverse problems
- A stochastic quasi-Newton method for large-scale optimization
- A Tool for the Analysis of Quasi-Newton Methods with Application to Unconstrained Minimization
- A trust-region algorithm with adaptive stochastic collocation for PDE optimization under uncertainty
- Adjoint concepts for the optimal control of Burgers equation
- An all-at-once approach for the optimal control of the unsteady Burgers equation
- An efficient Monte Carlo method for optimal control problems with uncertainty
- An implicit/explicit spectral method for Burgers' equation
- Analysis of block matrix preconditioners for elliptic optimal control problems
- Analysis of Block Parareal Preconditioners for Parabolic Optimal Control Problems
- Analysis, approximation, and computation of a coupled solid/fluid temperature control problem
- Boundary feedback control of the Burgers equations by a reduced-order approach using centroidal Voronoi tessellations
- Control of the Burgers equation by a reduced-order approach using proper orthogonal decomposition
- Control of the Stochastic Burgers Model of Turbulence
- Distributed control of the stochastic Burgers equation with random input data
- Distributed control problems for the Burgers equation
- Dynamics and Approximations of a Velocity Tracking Problem for the Navier--Stokes Flows with Piecewise Distributed Controls
- Feedback control for unsteady flow and its application to the stochastic Burgers equation
- Finite element and difference approximation of some linear stochastic partial differential equations
- Finite-Dimensional Approximation of a Class of Constrained Nonlinear Optimal Control Problems
- scientific article; zbMATH DE number 5703572 (Why is no real title available?)
- scientific article; zbMATH DE number 3914081 (Why is no real title available?)
- scientific article; zbMATH DE number 1740391 (Why is no real title available?)
- scientific article; zbMATH DE number 195099 (Why is no real title available?)
- scientific article; zbMATH DE number 1394147 (Why is no real title available?)
- scientific article; zbMATH DE number 3322278 (Why is no real title available?)
- Investigation of commutative properties of discontinuous Galerkin methods in PDE constrained optimal control problems
- Newton's Method for Large Bound-Constrained Optimization Problems
- Non-commutative discretize-then-optimize algorithms for elliptic PDE-constrained optimal control problems
- Numerical approximation for a time optimal control problems governed by semi-linear heat equations
- Numerical Approximation of Some Linear Stochastic Partial Differential Equations Driven by Special Additive Noises
- On discontinuous finite volume approximations for semilinear parabolic optimal control problems
- On the complexity of steepest descent, Newton's and regularized Newton's methods for nonconvex unconstrained optimization problems
- Optimal control of PDEs under uncertainty. An introduction with application to optimal shape design of structures
- Optimal control of stochastic flow over a backward-facing step using reduced-order modeling
- Optimal solvers for PDE-constrained optimization
- Optimization with PDE Constraints
- Preconditioning optimal control of the unsteady Burgers equations with \(H_1\) regularized term
- Reduced order modeling of some nonlinear stochastic partial differential equations
- Semidiscrete Galerkin approximation for a linear stochastic parabolic partial differential equation driven by an additive noise
- Solving optimal control problems for the unsteady Burgers equation in COMSOL multiphysics
- Some error estimates of finite volume element approximation for elliptic optimal control problems
- Some error estimates of finite volume element method for parabolic optimal control problems
- Stochastic collocation for optimal control problems with stochastic PDE constraints
- Stochastic finite element methods for partial differential equations with random input data
- Strategies for time-dependent PDE control with inequality constraints using an integrated modeling and simulation environment
- Trust-Region Interior-Point SQP Algorithms for a Class of Nonlinear Programming Problems
Cited in
(4)- Local-global model reduction method for stochastic optimal control problems constrained by partial differential equations
- Model reduction algorithms for optimal control and importance sampling of diffusions
- Optimal Stochastic Control Problem for a Carbon Emission Reduction Process
- Low rank approximation method for perturbed linear systems with applications to elliptic type stochastic PDEs
This page was built for publication: Reduced approach for stochastic optimal control problems
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5074960)
