Cluster‐based gradient method for stochastic optimal control problems with elliptic partial differential equation constraint-Reference-Cited by-同舟云学术

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Cluster‐based gradient method for stochastic optimal control problems with elliptic partial differential equation constraint

Published:2021-09-29 Issue: Volume: Page:
ISSN:0749-159X
Container-title:Numerical Methods for Partial Differential Equations
language:en
Short-container-title:Numer Methods Partial Differential Eq

Author:

Xiong Meixin¹,Chen Liuhong¹,Ming Ju¹^ORCID,Hou Lisheng²

Affiliation:

1. School of Mathematics and Statistics Huazhong University of Science and Technology Wuhan China

2. Department of Mathematics Iowa State University Ames Iowa USA

Publisher

Wiley

Subject

Applied Mathematics,Computational Mathematics,Numerical Analysis,Analysis

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1002/num.22844

Reference35 articles.

1. Multilevel Monte Carlo Analysis for Optimal Control of Elliptic PDEs with Random Coefficients

2. On solving elliptic stochastic partial differential equations

3. SOLVING STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS BASED ON THE EXPERIMENTAL DATA

4. A Stochastic Collocation Method for Elliptic Partial Differential Equations with Random Input Data

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