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

Pohl Thomas, Grecksch Wilfried and Blaar Holger

Monte Carlo Methods and Applications, 1998, vol. 4, issue 4, 319-340

Date: 1998
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DOI: 10.1515/mcma.1998.4.4.319

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