A multistage stochastic programming algorithm suitable for parallel computing

Parallel Computing

Volumn 29, Issue 4 SPEC., 2003, Pages 431-445

  Blomvall, Jörgen ^a  

^a LINKÖPING UNIVERSITY   (Sweden)

Author keywords

Dynamic programming; Finance; Interior point methods; Parallel computing; Stochastic programming

Indexed keywords

CONSTRAINT THEORY; DYNAMIC PROGRAMMING; PROBLEM SOLVING; STOCHASTIC PROGRAMMING;

MULTISTAGE STOCHASTIC PROGRAMMES;

PARALLEL PROCESSING SYSTEMS;

EID: 0037378317     PISSN: 01678191     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-8191(03)00015-2     Document Type: Conference Paper

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