EVPI-based importance sampling solution procedures for multistage stochastic linear programmes on parallel MIMD architectures

DOI10.1023/A:1018956530304zbMath0937.90075OpenAlexW3121641478MaRDI QIDQ1808191

R. T. Thompson, Michael A. H. Dempster

Publication date: 2 December 1999

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

Full work available at URL: https://doi.org/10.1023/a:1018956530304

zbMATH Keywords

aggregation linear programming parallel algorithms nested Benders decomposition MIMD computers dynamic stochastic programming

Mathematics Subject Classification ID

Stochastic programming (90C15) Parallel numerical computation (65Y05)

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Uses Software

MSLiP

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