Distributed solution of stochastic optimal control problems on GPUs

Ajay K. Sampathirao, Pantelis Sopasakis, Alberto Bemporad, Panagiotis Patrinos. Distributed solution of stochastic optimal control problems on GPUs. In 54th IEEE Conference on Decision and Control, CDC 2015, Osaka, Japan, December 15-18, 2015. pages 7183-7188, IEEE, 2015. [doi]

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