8 citations · 8 across the 3 of their papers we have counts for
3 papers
math.NA2020★ 8 cited
A linear implicit Euler method for the finite element discretization of a controlled stochastic heat equation
Peter Benner, Tony Stillfjord, Christoph Trautwein
We consider a numerical approximation of a linear quadratic control problem constrained by the stochastic heat equation with non-homogeneous Neumann boundary conditions. This invol…
math.OC2018
A Stochastic Maximum Principle for Control Problems Constrained by the Stochastic Navier-Stokes Equations
Peter Benner, Christoph Trautwein
We consider the control problem of the stochastic Navier-Stokes equations in multidimensional domains introduced in \cite{ocpc} restricted to noise terms defined by Q-Wiener proces…
math.OC2018
Optimal Distributed and Tangential Boundary Control for the Unsteady Stochastic Stokes Equations
Peter Benner, Christoph Trautwein
We consider a control problem constrained by the unsteady stochastic Stokes equations with nonhomogeneous boundary conditions in connected and bounded domains. In this paper, contr…