Computational assessment of distributed decomposition methods for stochastic linear programs
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Publication:1296802
DOI10.1016/S0377-2217(97)00222-1zbMath0932.90028MaRDI QIDQ1296802
Publication date: 14 November 1999
Published in: European Journal of Operational Research (Search for Journal in Brave)
Stochastic programming (90C15) Modes of computation (nondeterministic, parallel, interactive, probabilistic, etc.) (68Q10) Distributed systems (68M14)
Related Items (5)
On parallelization of a stochastic dynamic programming algorithm for solving large-scale mixed \(0-1\) problems under uncertainty ⋮ A risk function for the stochastic modeling of electric capacity expansion ⋮ The Benders decomposition algorithm: a literature review ⋮ Dynamic portfolio optimization: time decomposition using the maximum principle with a scenario approach ⋮ Schumann, a modeling framework for supply chain management under uncertainty
Uses Software
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