Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Strong Error Estimates for a Space-Time Discretization of the
  Linear-Quadratic Control Problem with the Stochastic Heat Equation with
  Linear Noise   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 $[X(t)+\sigma(t)]dW(t)$, 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.

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The categories of this paper are: supr-con
5
The categories of this paper are: gr-qc
20
The categories of this paper are: acc-phys
4
The categories of this paper are: cond-mat
15
The categories of this paper are: nucl-ex
12
The categories of this paper are: nucl-th
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The categories of this paper are: comp-gas
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The categories of this paper are: chem-ph
18
The categories of this paper are: econ
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The categories of this paper are: q-alg
6
The categories of this paper are: astro-ph
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The categories of this paper are: adap-org
7
The categories of this paper are: hep-th
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The categories of this paper are: eess
8
The categories of this paper are: hep-ex
13
The categories of this paper are: quant-ph