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Massively parallelizable proximal algorithms for large‐scale stochastic optimal control problems - MaRDI portal

Massively parallelizable proximal algorithms for large‐scale stochastic optimal control problems (Q6180307)

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scientific article; zbMATH DE number 7791488
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Massively parallelizable proximal algorithms for large‐scale stochastic optimal control problems
scientific article; zbMATH DE number 7791488

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    Massively parallelizable proximal algorithms for large‐scale stochastic optimal control problems (English)
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    19 January 2024
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    graphics processing units (GPUs)
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    parallelizable numerical optimization
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    scenario-based linear-quadratic constrained stochastic optimal control
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