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]

@article{PohlGB98,
  title = {A Parallel Modified Lagrangian Method for an Optimal Control Problem of a Linear Distributed Stochastic System},
  author = {Thomas Pohl and Wilfried Grecksch and Holger Blaar},
  year = {1998},
  doi = {10.1515/mcma.1998.4.4.319},
  url = {http://dx.doi.org/10.1515/mcma.1998.4.4.319},
  researchr = {https://researchr.org/publication/PohlGB98},
  cites = {0},
  citedby = {0},
  journal = {Monte Carlo Meth. and Appl.},
  volume = {4},
  number = {4},
  pages = {319-340},
}