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

row-action methodsnetwork recoursenonanticipativity side constraintsnonlinear, two-stage stochastic problemsstochastic generalized networks

Mathematics Subject Classification ID

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

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