A Massively Parallel Algorithm for Nonlinear Stochastic Network Problems

DOI10.1287/OPRE.41.2.319MaRDI QIDQ5288155zbMATH OpenOpenAlexFDO

Authors Soren S. Nielsen, Stavros A. Zenios

Publication date 9 August 1993

Published in Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/opre.41.2.319

zbMATH Keywords

network recoursenonanticipativity side constraintsnonlinear, two-stage stochastic problemsrow-action methodsstochastic generalized networks

Mathematics Subject Classification ID

Parallel numerical computation (65Y05) Computational methods for problems pertaining to operations research and mathematical programming (90-08) Stochastic programming (90C15) Programming involving graphs or networks (90C35)

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