A Parallel Modified Lagrangian Method for an Optimal Control Problem of a Linear Distributed Stochastic System

Thomas Pohl, Wilfried Grecksch, Holger Blaar. A Parallel Modified Lagrangian Method for an Optimal Control Problem of a Linear Distributed Stochastic System. Monte Carlo Meth. and Appl., 4(4):319-340, 1998. [doi]

Abstract

Abstract is missing.