Parallel processors for planning under uncertainty
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Publication:751510
DOI10.1007/BF02023045zbMath0714.90074MaRDI QIDQ751510
Peter W. Glynn, George B. Dantzig
Publication date: 1990
Published in: Annals of Operations Research (Search for Journal in Brave)
parallel computing; nested decomposition; Monte Carlo importance sampling; multistage stochastic models
90C06: Large-scale problems in mathematical programming
90C05: Linear programming
90C15: Stochastic programming
93C55: Discrete-time control/observation systems
93A13: Hierarchical systems
90-08: Computational methods for problems pertaining to operations research and mathematical programming
68W15: Distributed algorithms
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