Distributed solution of stochastic optimal control problems on GPUs

A. K. Sampathirao, P. Sopasakis, A. Bemporad, P. Patrinos

Research output: Chapter in Book/Report/Conference proceedingConference contribution

6 Citations (Scopus)
Original languageEnglish
Title of host publication2015 54th IEEE Conference on Decision and Control (CDC)
Pages7183-7188
Number of pages6
DOIs
Publication statusPublished - 01 Dec 2015

Keywords

  • decision making
  • distributed control
  • gradient methods
  • graphics processing units
  • large-scale systems
  • optimal control
  • optimisation
  • sampling methods
  • stochastic systems
  • Gurobi
  • CPU implementation
  • high speed-up values
  • GPU implementation
  • parallelization
  • dual accelerated proximal gradient algorithm
  • sampling time
  • decision variables
  • stochastic optimal control problems
  • Stochastic processes
  • Optimal control
  • Optimization
  • Acceleration
  • Graphics processing units
  • Signal processing algorithms
  • Field programmable gate arrays
  • Stochastic optimal control
  • accelerated proximal gradient
  • graphics processing unit (GPU)

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