This article is a modified version of [AK06]. Both articles explain how a suite of MATLAB (R) routines distributed under the generic name SOCSol can be used to obtain optimal solutions to continuous-time stochastic optimal control problems. The difference between the SOCSol suites described by the articles arises from the underlying computing platforms used. This article describes a beta version of SOCSol that utilises the MATLAB (R) Parallel Computing Toolbox (TM), while [AK06] describes a version of SOCSol that does not use parallel computing methods
In this thesis the parallel capabilities of COMSOL Multiphysics are investigated. A description for ...
Motivation: The importance of stochasticity in biological systems is becoming increasingly recognize...
Abstract: We solve an optimal control problem for controlled parabolic Ito equations by a stochastic...
Parallel MATLAB (R) is a recent MathWorks (TM) product enabling the use of parallel computing method...
This article is a modified version of [AK06]. Both articles explain how a suite of MATLAB routines d...
Computing the solution to a stochastic optimal control problem is difficult. A method of approximati...
Parallel MATLAB is a recent MathWorks product enabling the use of parallel computing methods on mult...
Computing the solution to a stochastic optimal control problem is difficult. A method of approximati...
Computing the solution to a stochastic optimal control problem is difficult. A method of approximati...
A parallel Matlab package for approximating the solution to a continuous-time stochastic optimal con...
This paper describes a suite of MATLAB (R) routines devised to provide an approximately optimal sol...
This paper describes a suite of MATLAB® routines devised to provide an approximately optimal solutio...
This paper describes a suite of MATLAB routines devised to provide an approximately optimal solution...
This paper is a successor of [AK08]. Both papers describe the same suite of MATLAB R° routines devis...
Abstract. This paper describes a suite of MATLAB R © routines devised to provide an approximately op...
In this thesis the parallel capabilities of COMSOL Multiphysics are investigated. A description for ...
Motivation: The importance of stochasticity in biological systems is becoming increasingly recognize...
Abstract: We solve an optimal control problem for controlled parabolic Ito equations by a stochastic...
Parallel MATLAB (R) is a recent MathWorks (TM) product enabling the use of parallel computing method...
This article is a modified version of [AK06]. Both articles explain how a suite of MATLAB routines d...
Computing the solution to a stochastic optimal control problem is difficult. A method of approximati...
Parallel MATLAB is a recent MathWorks product enabling the use of parallel computing methods on mult...
Computing the solution to a stochastic optimal control problem is difficult. A method of approximati...
Computing the solution to a stochastic optimal control problem is difficult. A method of approximati...
A parallel Matlab package for approximating the solution to a continuous-time stochastic optimal con...
This paper describes a suite of MATLAB (R) routines devised to provide an approximately optimal sol...
This paper describes a suite of MATLAB® routines devised to provide an approximately optimal solutio...
This paper describes a suite of MATLAB routines devised to provide an approximately optimal solution...
This paper is a successor of [AK08]. Both papers describe the same suite of MATLAB R° routines devis...
Abstract. This paper describes a suite of MATLAB R © routines devised to provide an approximately op...
In this thesis the parallel capabilities of COMSOL Multiphysics are investigated. A description for ...
Motivation: The importance of stochasticity in biological systems is becoming increasingly recognize...
Abstract: We solve an optimal control problem for controlled parabolic Ito equations by a stochastic...
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