Parallel processors for planning under uncertainty

DOI10.1007/BF02023045zbMath0714.90074OpenAlexW2078566378MaRDI QIDQ751510

George B. Dantzig, Peter W. Glynn

Publication date: 1990

Published in: Annals of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02023045

zbMATH Keywords

parallel computingnested decompositionMonte Carlo importance samplingmultistage stochastic models

Mathematics Subject Classification ID

Large-scale problems in mathematical programming (90C06) Linear programming (90C05) Stochastic programming (90C15) Discrete-time control/observation systems (93C55) Hierarchical systems (93A13) Computational methods for problems pertaining to operations research and mathematical programming (90-08) Distributed algorithms (68W15)

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Uses Software

• MINOS

Cites Work

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