Implementing stochastic control software on supercomputing machines
DOI10.1016/0165-1889(90)90021-8zbMATH Open0716.93076OpenAlexW1980673791MaRDI QIDQ753783FDOQ753783
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
Recommendations
- Computational aspects in applied stochastic control
- Stochastic programming computer implementations
- scientific article; zbMATH DE number 2087939
- Numerical solution to stochastic differential equations on supercomputers
- Numerical solution to stochastic differential equations with a random structure on supercomputers
- scientific article; zbMATH DE number 4028851
- Efficient computation of optimal open-loop controls for stochastic systems
- A computational method for stochastic impulse control problems
- scientific article; zbMATH DE number 4062809
computer simulationsKendrick's DUAL programstochastic control experiments with active learningsupercomputing machines
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)
Cites Work
- Title not available (Why is that?)
- Implementing Linear Algebra Algorithms for Dense Matrices on a Vector Pipeline Machine
- Title not available (Why is that?)
- State-of-the-art in parallel nonlinear optimization
- Implementing Dense Linear Algebra Algorithms Using Multitasking on the CRAY X-MP-4 (or Approaching the Gigaflop)
- A Survey of Parallel Algorithms in Numerical Linear Algebra
- Solving linear systems on a vector computer
- An actively adaptive control for linear systems with random parameters via the dual control approach
- Parallel Gauss-Jordan elimination for the solution of dense linear systems
- A Shared Memory Computer Display System
- Parallel Gaussian elimination on an MIMD computer
- Nonlinear control simulation on a vector machine
- Dynamic programming and parallel computers
- Title not available (Why is that?)
- Title not available (Why is that?)
- Wide-sense adaptive dual control for nonlinear stochastic systems
Cited In (2)
This page was built for publication: Implementing stochastic control software on supercomputing machines
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q753783)
