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math.OC2024
Optimal control of stochastic cylinder flow using data-driven compressive sensing method
Liuhong Chen, Ju Ming, Max D. Gunzburger
A stochastic optimal control problem for incompressible Newtonian channel flow past a circular cylinder is used as a prototype optimal control problem for the stochastic Navier-Sto…
math.OC2016
Multilevel Monte Carlo Finite Element Method for A Stochastic Optimal Control Problem
Qi Sun, Ju Ming
In this paper, we consider the implementation of multi-level Monte Carlo method to a stochastic optimal control problem with log-normal coefficients and its surrogate model problem…