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

DOI10.1287/IJOC.7.4.386zbMath0867.90085OpenAlexW2135385440MaRDI QIDQ4869754

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

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

zbMATH Keywords

stochastic dynamic programmingpartitioning methodsmultidimensional optimal control

Mathematics Subject Classification ID

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

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