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On parallelization of a stochastic dynamic programming algorithm for solving large-scale mixed 0-1 problems under uncertainty
Aldasoro, Unai; Escudero, Laureano F.; Merino Sanz, Maria; … - In: Top : transactions in operations research 23 (2015) 3, pp. 703-742
Persistent link: https://www.econbiz.de/10011554647
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An asynchronous parallel Benders decomposition method for stochastic network design problems
Rahmaniani, Ragheb; Crainic, Teodor Gabriel; Gendreau, … - 2021
Persistent link: https://www.econbiz.de/10012650164
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Parallel and distributed computing for stochastic dual dynamic programming
Ávila, D.; Papavasiliou, A.; Löhndorf, Nils - In: Computational management science 19 (2022) 2, pp. 199-226
Persistent link: https://www.econbiz.de/10013262686
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Accelerating benders decomposition for short-term hydropower maintenance scheduling
Rodríguez, Jesús A.; Anjos, Miguel F.; Côté, Pascal; … - In: European journal of operational research : EJOR 289 (2021) 1, pp. 240-253
Persistent link: https://www.econbiz.de/10012416321
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A multistage stochastic programming approach for preventive maintenance scheduling of GENCOs with natural gas contract
Huang, Zhouchun; Zheng, Qipeng P. - In: European journal of operational research : EJOR 287 (2020) 3, pp. 1036-1051
Persistent link: https://www.econbiz.de/10012294004
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A parallel branch-and-fix coordination based matheuristic algorithm for solving large sized multistage stochastic mixed 0-1 problems
Aldasoro, Unai; Escudero, Laureano F.; Merino, María; … - In: European journal of operational research : EJOR 258 (2017) 2, pp. 590-606
Persistent link: https://www.econbiz.de/10011644197
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A general framework for pricing Asian options under stochastic volatility on parallel architecture
Corsaro, Stefania; Kyriakou, Ioannis; Marazzina, Daniele; … - In: European journal of operational research : EJOR 272 (2019) 3, pp. 1082-1095
Persistent link: https://www.econbiz.de/10011942796
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Parallel scenario decomposition of risk-averse 0-1 stochastic programs
Deng, Yan; Ahmed, Shabbir; Shen, Siqian - In: INFORMS journal on computing : JOC 30 (2018) 1, pp. 90-105
Persistent link: https://www.econbiz.de/10011848149
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A distributed interior-point KKT solver for multistage stochastic optimization
Hübner, Jens; Schmidt, Martin; Steinbach, Marc C. - In: INFORMS journal on computing : JOC 29 (2017) 4, pp. 612-630
Persistent link: https://www.econbiz.de/10011772414
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A nonlinear certainty equivalent approximation method for dynamic stochastic problems
Cai, Yongyang; Judd, Kenneth L.; Steinbuks, Jevgenijs - In: Quantitative economics : QE ; journal of the … 8 (2017) 1, pp. 117-147
Persistent link: https://www.econbiz.de/10011804831