Name
Abstract | ||
|---|---|---|
We study mathematically and computationally optimal control problems for stochastic partial differential equations with Neumann boundary conditions. The control objective is to minimize the expectation of a cost functional, and the control is of the deterministic, boundary-value type. Mathematically, we prove the existence of an optimal solution and of a Lagrange multiplier; we represent the input data in terms of their Karhunen-Loève expansions and deduce the deterministic optimality system of equations. Computationally, we approximate the finite element solution of the optimality system and estimate its error through the discretizations with respect to both spatial and random parameter spaces. |
Year | DOI | Venue |
|---|---|---|
2011 | 10.1137/100801731 | SIAM J. Numerical Analysis |
Keywords | Field | DocType |
input data,boundary-value type,optimal solution,optimality system,finite element solution,computationally optimal control problem,error estimates,control problems,deterministic optimality system,neumann boundary condition,control objective,lagrange multiplier,stochastic optimal neumann boundary,finite element method,stochastic optimal control | Mathematical optimization,Optimal control,System of linear equations,Mathematical analysis,Finite element solution,Lagrange multiplier,Finite element method,Neumann boundary condition,Stochastic partial differential equation,Mathematics,Stochastic control | Journal |
Volume | Issue | ISSN |
49 | 4 | 0036-1429 |
Citations | PageRank | References |
15 | 0.70 | 4 |
Authors | ||
3 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| Max Gunzburger | 1 | 1520 | 164.61 |
| Hyung-Chun Lee | 2 | 57 | 10.52 |
| Jangwoon Lee | 3 | 15 | 0.70 |