dc.contributor.advisor |
Original Collection id - http://researcharchive.vuw.ac.nz/handle/10063/385 |
|
dc.contributor.advisor |
Original Collection Name - School of Economics and Finance · Te Kura Ohaoha Pūtea |
|
dc.contributor.author |
Azzato, Jeffrey D |
|
dc.contributor.author |
Krawczyk, Jacek B |
|
dc.date.accessioned |
2008-08-24T21:29:43Z |
|
dc.date.accessioned |
2022-07-06T22:37:25Z |
|
dc.date.available |
2008-08-24T21:29:43Z |
|
dc.date.available |
2022-07-06T22:37:25Z |
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dc.date.copyright |
2008 |
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dc.date.issued |
2008 |
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dc.identifier.uri |
https://ir.wgtn.ac.nz/handle/123456789/18976 |
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dc.description.abstract |
This article is a modified version of [AK06]. Both articles explain how a suite of MATLAB (R) routines distributed under the generic name SOCSol can be used to obtain optimal solutions to continuous-time stochastic optimal control problems. The difference between the SOCSol suites described by the articles arises from the underlying computing platforms used. This article describes a beta version of SOCSol that utilises the MATLAB (R) Parallel Computing Toolbox (TM), while [AK06] describes a version of SOCSol that does not use parallel computing methods. |
en_NZ |
dc.format |
pdf |
en_NZ |
dc.language.iso |
en_NZ |
|
dc.publisher |
Te Herenga Waka—Victoria University of Wellington |
en_NZ |
dc.relation.ispartofseries |
Working Paper |
en_NZ |
dc.subject |
Economic Software |
en_NZ |
dc.subject |
Approximating Markov decision chains |
en_NZ |
dc.subject |
Computational economics |
en_NZ |
dc.subject |
Computational methods |
en_NZ |
dc.subject |
Stochastic optimal control |
en_NZ |
dc.subject |
Computational Techniques |
en_NZ |
dc.title |
Parallel SOCSol: a Parallel MATLAB (R) Package For Approximating the Solution to a Continuous-Time Stochastic Optimal Control Problem |
en_NZ |
dc.type |
Text |
en_NZ |
vuwschema.contributor.unit |
School of Economics and Finance |
en_NZ |
vuwschema.subject.anzsrcfor |
149999 Economics not elsewhere classified |
en_NZ |
vuwschema.subject.marsden |
280406 Mathematical Software |
en_NZ |
vuwschema.subject.marsden |
230119 Systems Theory and Control |
en_NZ |
vuwschema.subject.marsden |
340299 Applied Economics n.e.c. |
en_NZ |
vuwschema.subject.marsden |
340402 Econometric and Statistical Methods |
en_NZ |
vuwschema.subject.marsden |
230118 Optimisation |
en_NZ |
vuwschema.type.vuw |
Working or Occasional Paper |
en_NZ |
vuwschema.subject.anzsrcforV2 |
389999 Other economics not elsewhere classified |
en_NZ |