Azzato, Jeffrey DKrawczyk, Jacek B2008-08-242022-07-062008-08-242022-07-0620082008https://ir.wgtn.ac.nz/handle/123456789/18987Parallel 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.pdfen-NZComputational economicsStochastic optimal controlComputational techniquesComputational methodsApproximating Markov decision chainsEconomic softwareText