Parallel Algorithms for Stochastic Dynamic Programming with Continuous State and Control Variables

DOI10.1287/IJOC.7.4.386zbMATH Open0867.90085OpenAlexW2135385440MaRDI QIDQ4869754FDOQ4869754

Authors: E. Eschenbach, Christine A. Shoemaker, H. Caffey 

Publication date: 13 July 1997

Published in: ORSA Journal on Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/ijoc.7.4.386

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zbMATH Keywords

stochastic dynamic programmingpartitioning methodsmultidimensional optimal control

Mathematics Subject Classification ID

Parallel numerical computation (65Y05) Stochastic programming (90C15) Optimal stochastic control (93E20)

Cited In (6)

• Parallel stochastic dynamic programming: Finite element methods
• Title not available (Why is that?)
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• Parallel Nonstationary Direct Policy Search for Risk-Averse Stochastic Optimization

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