scientific article; zbMATH DE number 3992830

zbMATH Open0613.65071MaRDI QIDQ4720701FDOQ4720701

Authors: J. C. Miellou 

Publication date: 1986

Title of this publication is not available (Why is that?)

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zbMATH Keywords

dynamic programmingfinite differencestochastic control problemdiscrete maximum principleorder intervalsfixed point algorithmsdeterministic control problemmanagement theoryblock asynchronous relaxation

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Control/observation systems governed by partial differential equations (93C20) Optimal stochastic control (93E20)

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• Parallel solution of American option derivatives on GPU clusters
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• Résolution parallèle de problèmes aux limites non linéaires
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• A new class of asynchronous iterative algorithms with order intervals

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