Massively parallelizable proximal algorithms for large‐scale stochastic optimal control problems
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Publication:6180307
DOI10.1002/oca.3054arXiv2107.01745OpenAlexW3182053427MaRDI QIDQ6180307
Alberto Bemporad, Pantelis Sopasakis, Panagiotis Patrinos, Ajay Kumar Sampathirao
Publication date: 19 January 2024
Published in: Optimal Control Applications and Methods (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2107.01745
graphics processing units (GPUs)parallelizable numerical optimizationscenario-based linear-quadratic constrained stochastic optimal control
Numerical optimization and variational techniques (65K10) Optimal stochastic control (93E20) Linear-quadratic optimal control problems (49N10)
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