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A Report on Using Parallel MATLAB (R) For Solutions to Stochastic Optimal Control Problems

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dc.contributor.authorAzzato, Jeffrey D
dc.contributor.authorKrawczyk, Jacek B
dc.date.accessioned2008-08-24T21:36:23Z
dc.date.accessioned2022-07-06T22:38:32Z
dc.date.available2008-08-24T21:36:23Z
dc.date.available2022-07-06T22:38:32Z
dc.date.copyright2008
dc.date.issued2008
dc.description.abstractParallel MATLAB (R) is a recent MathWorks (TM) product enabling the use of parallel computing methods on multicore personal computers. SOCSol is the generic name of a suite of MATLAB (R) routines that can be used to obtain optimal solutions to continuous-time stochastic optimal control problems. In this report, we compare the performance of a new version of SOCSol utilising parallel MATLAB (R) with that of another version not using parallel computing methods.en_NZ
dc.formatpdfen_NZ
dc.identifier.urihttps://ir.wgtn.ac.nz/handle/123456789/18987
dc.language.isoen_NZ
dc.publisherTe Herenga Waka—Victoria University of Wellingtonen_NZ
dc.relation.ispartofseriesWorking Paperen_NZ
dc.subjectComputational economicsen_NZ
dc.subjectStochastic optimal controlen_NZ
dc.subjectComputational techniquesen_NZ
dc.subjectComputational methodsen_NZ
dc.subjectApproximating Markov decision chainsen_NZ
dc.subjectEconomic softwareen_NZ
dc.titleA Report on Using Parallel MATLAB (R) For Solutions to Stochastic Optimal Control Problemsen_NZ
dc.typeTexten_NZ
vuwschema.contributor.unitSchool of Economics and Financeen_NZ
vuwschema.subject.anzsrcfor149999 Economics not elsewhere classifieden_NZ
vuwschema.subject.anzsrcforV2389999 Other economics not elsewhere classifieden_NZ
vuwschema.subject.marsden280406 Mathematical Softwareen_NZ
vuwschema.subject.marsden230119 Systems Theory and Controlen_NZ
vuwschema.subject.marsden340299 Applied Economics n.e.c.en_NZ
vuwschema.subject.marsden340402 Econometric and Statistical Methodsen_NZ
vuwschema.subject.marsden230118 Optimisationen_NZ
vuwschema.type.vuwWorking or Occasional Paperen_NZ

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