Sparse Grid Collocation Method for an Optimal Control Problem Involving a Stochastic Partial Differential Equation with Random Inputs

Publisher: Cambridge University Press

E-ISSN: 2079-7370|4|2|166-188

ISSN: 2079-7362

Source: East Asian Journal on Applied Mathematics, Vol.4, Iss.2, 2014-05, pp. : 166-188

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Abstract