A parallel implementation of the nested decomposition algorithm for multistage stochastic linear programs
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Publication:1363435
DOI10.1007/BF02592158zbMath0874.90142OpenAlexW2084805084MaRDI QIDQ1363435
John R. Birge, Derek F. Holmes, Oleg G. Svintsitski, Christopher J. Donohue
Publication date: 7 August 1997
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf02592158
parallel implementationscomputational experiencenested decomposition algorithmmultistage stochastic linear programs
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Uses Software
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