On Parallel Processors Design for Solving Stochastics Programs
Abstract
A design based on parallel processing is laid out for solving (multistage) stochastic programs. Because of the very special nature of the decomposition used here, one could rely on hard-wired micro-processors that would be extremely simple in design and fabrication, and would reduce the time required to solving stochastic programs to that needed for solving deterministic linear programs of the same size (ignoring the time required to design the parallel decomposition).