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

DOI10.1287/IJOC.7.4.386MaRDI QIDQ4869754zbMATHOpenAlexFDO

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

zbMATH Keywords

stochastic dynamic programmingpartitioning methodsmultidimensional optimal control

Mathematics Subject Classification ID

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

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