随机最优控制计算的新进展

题目:随机最优控制计算的新进展

报告人:Wenbin Liu, Kent University and Shandong University

时间:2018年5月29日10:30-11:30

地点:知新楼B-1032

Abstract:In this talk, we propose a mesh-free discretization appraoch for the random variables of a random elliptic equation. We then approximate optimal control of the equation using FE for the physical space, and using the mesh-free bases for the random space. We then are able to develop a posteriori error estimators for the control problem with numerical tests.

邀请人:芮洪兴