Stochastic Collocation for Optimal Control Problems with Stochastic PDE Constraints

Hanne Tiesler, Robert M. Kirby, Dongbin Xiu, Tobias Preusser. Stochastic Collocation for Optimal Control Problems with Stochastic PDE Constraints. SIAM J. Control and Optimization, 50(5):2659-2682, 2012. [doi]

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