Optimal Control of Stochastic Variational Inequalities
Minimax theory and its applications, Tome 9 (2024) no. 1
This work focuses on the optimal control problem for elliptic stochastic variational inequalities where the diffusivity coefficient and the source term are random fields. Besides recalling the existence theorem for the stochastic elliptic variational inequalities, we also give an existence result for the optimal control problem, which is posed as a stochastic optimization problem. We conduct two preliminary computational experiments by coupling the penalty method with the stochastic approximation approach.
Mots-clés :
Stochastic optimal control, partial differential equations with random data, stochastic approximation, regularization, penalization
@article{MTA_2024_9_1_a5,
author = {Wilfried Grecksch,Akhtar A. Khan,Miguel Sama and Christiane Tammer},
title = {Optimal {Control} of {Stochastic} {Variational} {Inequalities}},
journal = {Minimax theory and its applications},
year = {2024},
volume = {9},
number = {1},
url = {http://geodesic.mathdoc.fr/item/MTA_2024_9_1_a5/}
}
Wilfried Grecksch,Akhtar A. Khan,Miguel Sama; Christiane Tammer. Optimal Control of Stochastic Variational Inequalities. Minimax theory and its applications, Tome 9 (2024) no. 1. http://geodesic.mathdoc.fr/item/MTA_2024_9_1_a5/