A parallel version of a quasigradient methoid In stochastic control theory∗

DOI10.1080/02331930108844522zbMath0973.65053OpenAlexW1980157925MaRDI QIDQ2710384

Holger Blaar, Wilfried Grecksch, Thomas Pohl

Publication date: 3 December 2001

Published in: Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331930108844522

zbMATH Keywords

stochastic optimizationnumerical experimentsparallel algorithmstochastic quasigradient methodcontrolled parabolic Ito equations

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Optimal stochastic control (93E20) Parallel numerical computation (65Y05)

Cites Work

• Parallel algorithms for optimal control of large scale linear systems
• On h–valued stochastic approximation: finite dimenstional projections
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