Design and Experimentation of a Large Scale Distributed Stochastic Control Algorithm Applied to Energy Management Problems

The Stochastic Dynamic Programming method often used to solve some stochastic optimization problems is only usable in low dimension, being plagued by the curse of dimensionality. In this article, we explain how to postpone this limit by using High Performance Computing: parallel and distributed algo...

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Autores principales:	Vialle, Stephane, Warin, Xavier
Formato:	Capítulo de libro
Lenguaje:	inglés
Publicado:	IntechOpen 2010
Materias:	Physical Sciences, Engineering and Technology
Acceso en línea:	https://www.intechopen.com/chapters/11354
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