On parallelization of a stochastic dynamic programming algorithm for solving large-scale mixed 0-1 problems under uncertainty
Year of publication: |
October 2015
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Authors: | Aldasoro, Unai ; Escudero, Laureano F. ; Merino Sanz, Maria ; Monge, Juan F. ; Pérez, Gloría |
Published in: |
Top : transactions in operations research. - [Berlin] : Springer, ISSN 1134-5764, ZDB-ID 1205918-3. - Vol. 23.2015, 3, p. 703-742
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Subject: | Stochastic dynamic programming | Inner and outer parallelization | Multistage stochastic mixed 0-1 optimization | Parallel computing | Message-passing interface | Dynamische Optimierung | Dynamic programming | Theorie | Theory | Stochastischer Prozess | Stochastic process | Mathematische Optimierung | Mathematical programming | Algorithmus | Algorithm |
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