A Parallel Modified Lagrangian Method for an Optimal Control Problem of a Linear Distributed Stochastic System (Q4236594)
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scientific article; zbMATH DE number 1269892
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Parallel Modified Lagrangian Method for an Optimal Control Problem of a Linear Distributed Stochastic System |
scientific article; zbMATH DE number 1269892 |
Statements
A Parallel Modified Lagrangian Method for an Optimal Control Problem of a Linear Distributed Stochastic System (English)
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15 October 1999
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optimal control
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stochastic systems
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modified Lagrangian methods
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parallel algorithms
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linear parabolic Ito equation
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Hilbert space
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linear stochastic evolution equation
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numerical experiments
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