Massively parallelizable proximal algorithms for large‐scale stochastic optimal control problems (Q6180307)
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scientific article; zbMATH DE number 7791488
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English | Massively parallelizable proximal algorithms for large‐scale stochastic optimal control problems |
scientific article; zbMATH DE number 7791488 |
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Massively parallelizable proximal algorithms for large‐scale stochastic optimal control problems (English)
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19 January 2024
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graphics processing units (GPUs)
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parallelizable numerical optimization
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scenario-based linear-quadratic constrained stochastic optimal control
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