Implementing stochastic control software on supercomputing machines

DOI10.1016/0165-1889(90)90021-8MaRDI QIDQ753783zbMATH OpenOpenAlexFDO

Authors Hans M. Amman

Publication date 1990

Published in Journal of Economic Dynamics and Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0165-1889(90)90021-8

zbMATH Keywords

computer simulationsKendrick's DUAL programstochastic control experiments with active learningsupercomputing machines

Mathematics Subject Classification ID

Stochastic systems and control (93E99) Stochastic learning and adaptive control (93E35) Software, source code, etc. for problems pertaining to systems and control theory (93-04)

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Cites work

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• A Shared Memory Computer Display System
• A Survey of Parallel Algorithms in Numerical Linear Algebra
• An actively adaptive control for linear systems with random parameters via the dual control approach
• Dynamic programming and parallel computers
• Implementing Dense Linear Algebra Algorithms Using Multitasking on the CRAY X-MP-4 (or Approaching the Gigaflop)
• Implementing Linear Algebra Algorithms for Dense Matrices on a Vector Pipeline Machine
• Nonlinear control simulation on a vector machine
• Parallel Gauss-Jordan elimination for the solution of dense linear systems
• Parallel Gaussian elimination on an MIMD computer
• Solving linear systems on a vector computer
• State-of-the-art in parallel nonlinear optimization
• Wide-sense adaptive dual control for nonlinear stochastic systems

Cited in

(2)

• Active learning. Monte Carlo results
• A parallel version of a quasigradient methoid In stochastic control theory^∗

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