Stochastic Collocation for Optimal Control Problems with Stochastic PDE Constraints
نویسندگان
چکیده
منابع مشابه
Stochastic Collocation for Optimal Control Problems with Stochastic PDE Constraints
We discuss the use of stochastic collocation for the solution of optimal control problems which are constrained by stochastic partial differential equations (SPDE). Thereby the constraining SPDE depends on data which is not deterministic but random. Assuming a deterministic control, randomness within the states of the input data will propagate to the states of the system. For the solution of SP...
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ژورنال
عنوان ژورنال: SIAM Journal on Control and Optimization
سال: 2012
ISSN: 0363-0129,1095-7138
DOI: 10.1137/110835438