<> "The repository administrator has not yet configured an RDF license."^^ . <> . . . "Distributed solution of stochastic optimal control problems on GPUs"^^ . "Stochastic optimal control problems arise in many applications and are, in principle, large-scale involving up to millions of decision variables. Their applicability in control applications is often limited by the availability of algorithms that can solve them efficiently and within the sampling time of the controlled system.\r\n\r\nIn this paper we propose a dual accelerated proximal gradient algorithm which is amenable to parallelization and demonstrate that its GPU implementation affords high speed-up values (with respect to a CPU implementation) and greatly outperforms well-established commercial optimizers such as Gurobi."^^ . "2015" . . . "IEEE"^^ . . . . . . . . . . . . . . . . . "Alberto"^^ . "Bemporad"^^ . "Alberto Bemporad"^^ . . "Panagiotis"^^ . "Patrinos"^^ . "Panagiotis Patrinos"^^ . . "Ajay Kumar"^^ . "Sampathirao"^^ . "Ajay Kumar Sampathirao"^^ . . "Pantelis"^^ . "Sopasakis"^^ . "Pantelis Sopasakis"^^ . . . . "54th IEEE Conference on Decision and Control"^^ . . . . . "Osaka, Japan"^^ . . . . . . "Distributed solution of stochastic optimal control problems on GPUs (PDF)"^^ . . . . . . "APG_GPU.pdf"^^ . . . "Distributed solution of stochastic optimal control problems on GPUs (Other)"^^ . . . . . . "lightbox.jpg"^^ . . . "Distributed solution of stochastic optimal control problems on GPUs (Other)"^^ . . . . . . "preview.jpg"^^ . . . "Distributed solution of stochastic optimal control problems on GPUs (Other)"^^ . . . . . . "medium.jpg"^^ . . . "Distributed solution of stochastic optimal control problems on GPUs (Other)"^^ . . . . . . "small.jpg"^^ . . "HTML Summary of #2779 \n\nDistributed solution of stochastic optimal control problems on GPUs\n\n" . "text/html" . . . "QA Mathematics"@en . . . "QA75 Electronic computers. Computer science"@en . . . "T Technology (General)"@en . . . "TK Electrical engineering. Electronics Nuclear engineering"@en . .