Risk-averse optimal control of semilinear elliptic PDEs
Abstract
In this paper, we consider the optimal control of semilinear elliptic PDEs with random inputs. These problems are often nonconvex, infinite-dimensional stochastic optimization problems for which we employ risk measures to quantify the implicit uncertainty in the objective function. In contrast to previous works in uncertainty quantification and stochastic optimization, we provide a rigorous mathematical analysis demonstrating higher solution regularity (in stochastic state space), continuity and differentiability of the control-to-state map, and existence, regularity and continuity properties of the control-to-adjoint map. Our proofs make use of existing techniques from PDE-constrained optimization as well as concepts from the theory of measurable multifunctions. We illustrate our theoretical results with two numerical examples motivated by the optimal doping of semiconductor devices.
Document Details
- Document Type
- Pub Defense Publication
- Publication Date
- Jan 01, 2020
- Source ID
- 10.1051/cocv/2019061
Entities
People
- Drew Kouri
- T.m. Surowiec
Organizations
- German Research Foundation