Risk-Averse Control of Fractional Diffusion with Uncertain Exponent
Author(s) -
Harbir Antil,
Drew Kouri,
Johannes Pfefferer
Publication year - 2021
Publication title -
siam journal on control and optimization
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.486
H-Index - 116
eISSN - 1095-7138
pISSN - 0363-0129
DOI - 10.1137/20m1324958
Subject(s) - mathematics , exponent , discretization , optimal control , quadrature (astronomy) , mathematical optimization , rate of convergence , class (philosophy) , convergence (economics) , space (punctuation) , mathematical analysis , computer science , philosophy , linguistics , channel (broadcasting) , computer network , artificial intelligence , economic growth , electrical engineering , economics , engineering , operating system
In this paper, we introduce and analyze a new class of optimal control problems constrained by elliptic equations with uncertain fractional exponents. We utilize risk measures to formulate the resu...
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