{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2023,4,2]],"date-time":"2023-04-02T20:31:29Z","timestamp":1680467489832},"reference-count":21,"publisher":"Elsevier BV","issue":"4","license":[{"start":{"date-parts":[[2003,4,1]],"date-time":"2003-04-01T00:00:00Z","timestamp":1049155200000},"content-version":"tdm","delay-in-days":0,"URL":"https:\/\/www.elsevier.com\/tdm\/userlicense\/1.0\/"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Parallel Computing"],"published-print":{"date-parts":[[2003,4]]},"DOI":"10.1016\/s0167-8191(03)00015-2","type":"journal-article","created":{"date-parts":[[2003,3,26]],"date-time":"2003-03-26T00:16:29Z","timestamp":1048637789000},"page":"431-445","source":"Crossref","is-referenced-by-count":15,"title":["A multistage stochastic programming algorithm suitable for parallel computing"],"prefix":"10.1016","volume":"29","author":[{"given":"J\u00f6rgen","family":"Blomvall","sequence":"first","affiliation":[]}],"member":"78","reference":[{"key":"10.1016\/S0167-8191(03)00015-2_BIB1","doi-asserted-by":"crossref","first-page":"735","DOI":"10.1137\/0804043","article-title":"An extension of the DQA algorithm to convex stochastic programs","volume":"4","author":"Berger","year":"1994","journal-title":"SIAM Journal of Optimization"},{"key":"10.1016\/S0167-8191(03)00015-2_BIB2","series-title":"Dynamic Programming and Optimal Control","author":"Bertsekas","year":"1995"},{"key":"10.1016\/S0167-8191(03)00015-2_BIB3","doi-asserted-by":"crossref","first-page":"327","DOI":"10.1007\/BF02592158","article-title":"A parallel implementation of the nested decomposition algorithm for multistage stochastic linear programs","volume":"75","author":"Birge","year":"1996","journal-title":"Mathematical Programming"},{"key":"10.1016\/S0167-8191(03)00015-2_BIB4","doi-asserted-by":"crossref","first-page":"989","DOI":"10.1287\/opre.33.5.989","article-title":"Decomposition and partitioning methods for multistage stochastic linear programs","volume":"33","author":"Birge","year":"1985","journal-title":"Operations Research"},{"key":"10.1016\/S0167-8191(03)00015-2_BIB5","series-title":"Introduction to Stochastic Programming","author":"Birge","year":"1997"},{"key":"10.1016\/S0167-8191(03)00015-2_BIB6","unstructured":"J. Blomvall, P.O. Lindberg, Validation of a Riccati-based primal interior point solver for multistage stochastic programming, Technical Report LiTH-MAT-R-2000-29, Department of Mathematics, Link\u00f6ping University, Sweden, 2000"},{"key":"10.1016\/S0167-8191(03)00015-2_BIB7","doi-asserted-by":"crossref","first-page":"1099","DOI":"10.1016\/S0165-1889(02)00056-8","article-title":"Back-testing the performance of an actively managed option portfolio at the Swedish stock market, 1990\u20131999","volume":"27","author":"Blomvall","year":"2003","journal-title":"Journal of Economic Dynamics and Control"},{"key":"10.1016\/S0167-8191(03)00015-2_BIB8","doi-asserted-by":"crossref","first-page":"452","DOI":"10.1016\/S0377-2217(02)00301-6","article-title":"A Riccati-based primal interior point solver for multistage stochastic programming","volume":"143","author":"Blomvall","year":"2002","journal-title":"European Journal of Operational Research"},{"key":"10.1016\/S0167-8191(03)00015-2_BIB9","doi-asserted-by":"crossref","first-page":"383","DOI":"10.1080\/1055678021000033946","article-title":"A Riccati-based primal interior point solver for multistage stochastic programming\u2013\u2013extensions","volume":"17","author":"Blomvall","year":"2002","journal-title":"Optimization Methods and Software"},{"key":"10.1016\/S0167-8191(03)00015-2_BIB10","series-title":"Parallel Optimization","author":"Censor","year":"1997"},{"key":"10.1016\/S0167-8191(03)00015-2_BIB11","doi-asserted-by":"crossref","first-page":"879","DOI":"10.1287\/opre.49.6.879.10015","article-title":"High performance computing for asset liability management","volume":"49","author":"Gondzio","year":"2001","journal-title":"Operations Research"},{"key":"10.1016\/S0167-8191(03)00015-2_BIB12","doi-asserted-by":"crossref","first-page":"917","DOI":"10.1002\/j.1538-7305.1956.tb03809.x","article-title":"A new interpretation of information rate","volume":"35","author":"Kelly","year":"1956","journal-title":"Bell System Technical Journal"},{"key":"10.1016\/S0167-8191(03)00015-2_BIB13","unstructured":"J. Linderoth, S. Wright, Decomposition algorithms for stochastic programming on a computational grid, Technical Report ANL\/MCS-P875-0401, Mathematics and Computer Science Division, Argonne National Laboratory, 2001"},{"key":"10.1016\/S0167-8191(03)00015-2_BIB14","doi-asserted-by":"crossref","first-page":"215","DOI":"10.1086\/295078","article-title":"Optimal multiperiod portfolio policies","volume":"41","author":"Mossin","year":"1968","journal-title":"The Journal of Business"},{"key":"10.1016\/S0167-8191(03)00015-2_BIB15","doi-asserted-by":"crossref","first-page":"319","DOI":"10.1287\/opre.41.2.319","article-title":"A massively parallel algorithm for nonlinear stochastic network problems","volume":"41","author":"Nielsen","year":"1993","journal-title":"Operations Research"},{"key":"10.1016\/S0167-8191(03)00015-2_BIB16","doi-asserted-by":"crossref","first-page":"227","DOI":"10.1007\/BF02592213","article-title":"Solving multistage stochastic network programs on massively parallel computers","volume":"73","author":"Nielsen","year":"1996","journal-title":"Mathematical Programming"},{"key":"10.1016\/S0167-8191(03)00015-2_BIB17","doi-asserted-by":"crossref","first-page":"87","DOI":"10.1023\/A:1018977102079","article-title":"Scalable parallell computations for large-scale stochastic programming","volume":"90","author":"Vladimirou","year":"1999","journal-title":"Annals of Operations Research"},{"key":"10.1016\/S0167-8191(03)00015-2_BIB18","series-title":"Theory of Games and Economic Behavior","author":"von Neumann","year":"1953"},{"key":"10.1016\/S0167-8191(03)00015-2_BIB19","doi-asserted-by":"crossref","first-page":"341","DOI":"10.1017\/S0962492900002300","article-title":"Interior methods for constrained optimization","volume":"1","author":"Wright","year":"1992","journal-title":"Acta Numerica"},{"key":"10.1016\/S0167-8191(03)00015-2_BIB20","doi-asserted-by":"crossref","first-page":"143","DOI":"10.1023\/A:1008675930362","article-title":"A scalable parallel interior point algorithm for stochastic linear programming and robust optimization","volume":"7","author":"Yang","year":"1997","journal-title":"Computational Optimization and Applications"},{"key":"10.1016\/S0167-8191(03)00015-2_BIB21","doi-asserted-by":"crossref","first-page":"2149","DOI":"10.1016\/S0167-8191(99)00083-6","article-title":"High-performance computing in finance: the last 10 years and the next","volume":"25","author":"Zenios","year":"1999","journal-title":"Parallel Computing"}],"container-title":["Parallel Computing"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/api.elsevier.com\/content\/article\/PII:S0167819103000152?httpAccept=text\/xml","content-type":"text\/xml","content-version":"vor","intended-application":"text-mining"},{"URL":"https:\/\/api.elsevier.com\/content\/article\/PII:S0167819103000152?httpAccept=text\/plain","content-type":"text\/plain","content-version":"vor","intended-application":"text-mining"}],"deposited":{"date-parts":[[2019,3,24]],"date-time":"2019-03-24T10:57:57Z","timestamp":1553425077000},"score":1,"resource":{"primary":{"URL":"https:\/\/linkinghub.elsevier.com\/retrieve\/pii\/S0167819103000152"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2003,4]]},"references-count":21,"journal-issue":{"issue":"4","published-print":{"date-parts":[[2003,4]]}},"alternative-id":["S0167819103000152"],"URL":"https:\/\/doi.org\/10.1016\/s0167-8191(03)00015-2","relation":{},"ISSN":["0167-8191"],"issn-type":[{"value":"0167-8191","type":"print"}],"subject":[],"published":{"date-parts":[[2003,4]]}}}