English

Strong Error Estimates for a Space-Time Discretization of the Linear-Quadratic Control Problem with the Stochastic Heat Equation with Linear Noise

Optimization and Control 2020-12-09 v1 Numerical Analysis Numerical Analysis

Abstract

We propose a time-implicit, finite-element based space-time discretization of the necessary and sufficient optimality conditions for the stochastic linear-quadratic optimal control problem with the stochastic heat equation driven by linear noise of type [X(t)+σ(t)]dW(t)[X(t)+\sigma(t)]dW(t), and prove optimal convergence w.r.t. both, space and time discretization parameters. In particular, we employ the stochastic Riccati equation as a proper analytical tool to handle the linear noise, and thus extend the applicability of the earlier work [16], where the error analysis was restricted to additive noise.

Keywords

Cite

@article{arxiv.2012.04418,
  title  = {Strong Error Estimates for a Space-Time Discretization of the Linear-Quadratic Control Problem with the Stochastic Heat Equation with Linear Noise},
  author = {Andreas Prohl and Yanqing Wang},
  journal= {arXiv preprint arXiv:2012.04418},
  year   = {2020}
}