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5. Stochastic Homogenization of Optimal Control Problem

Stochastic Homogenization of Optimal Control Problem

来源 :第八届工业与应用数学国际大会 | 被引量 : 0次 | 上传用户：tangguoxun3726

【摘 要】

：

　　We study the homogenization of a stochastic optimal control problem whose objective functional is a velocity tracking type and constraint equation is a stoc

【作 者】

：

Meng Ying 

【机 构】

：

Beijing Computational Sci.Research Center

【出 处】

：

第八届工业与应用数学国际大会

【发表日期】

：

2015年期

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　　We study the homogenization of a stochastic optimal control problem whose objective functional is a velocity tracking type and constraint equation is a stochastic elliptic PDE with high oscillating coefficients.

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