{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,6,19]],"date-time":"2026-06-19T06:43:20Z","timestamp":1781851400494,"version":"3.54.5"},"publisher-location":"New York, NY, USA","reference-count":46,"publisher":"ACM","license":[{"start":{"date-parts":[[2017,6,26]],"date-time":"2017-06-26T00:00:00Z","timestamp":1498435200000},"content-version":"vor","delay-in-days":0,"URL":"https:\/\/www.acm.org\/publications\/policies\/copyright_policy#Background"}],"content-domain":{"domain":["dl.acm.org"],"crossmark-restriction":true},"short-container-title":[],"published-print":{"date-parts":[[2017,6,26]]},"DOI":"10.1145\/3093172.3093234","type":"proceedings-article","created":{"date-parts":[[2017,6,23]],"date-time":"2017-06-23T12:46:51Z","timestamp":1498222011000},"page":"1-11","update-policy":"https:\/\/doi.org\/10.1145\/crossmark-policy","source":"Crossref","is-referenced-by-count":7,"title":["Parallelized Dimensional Decomposition for Large-Scale Dynamic Stochastic Economic Models"],"prefix":"10.1145","author":[{"given":"Aryan","family":"Eftekhari","sequence":"first","affiliation":[{"name":"Institute of Computational Science, Universit\u00e0 della Svizzera italiana"}],"role":[{"vocabulary":"crossref","role":"author"}]},{"given":"Simon","family":"Scheidegger","sequence":"additional","affiliation":[{"name":"Department of Banking and Finance, University of Z\u00fcrich, Hoover Institution, Stanford University"}],"role":[{"vocabulary":"crossref","role":"author"}]},{"given":"Olaf","family":"Schenk","sequence":"additional","affiliation":[{"name":"Institute of Computational Science, Universit\u00e1 della Svizzera italiana"}],"role":[{"vocabulary":"crossref","role":"author"}]}],"member":"320","published-online":{"date-parts":[[2017,6,26]]},"reference":[{"key":"e_1_3_2_1_1_1","doi-asserted-by":"publisher","DOI":"10.1137\/050645142"},{"key":"e_1_3_2_1_2_1","volume-title":"Adaptive Control Processes: A Guided Tour","author":"Bellman Richard E.","unstructured":"Richard E. Bellman . 1961. Adaptive Control Processes: A Guided Tour . Princeton University Press . http:\/\/books.google.ch\/books?id=POAmAAAAMAAJ Richard E. Bellman. 1961. Adaptive Control Processes: A Guided Tour. Princeton University Press. http:\/\/books.google.ch\/books?id=POAmAAAAMAAJ"},{"key":"e_1_3_2_1_3_1","doi-asserted-by":"publisher","DOI":"10.1111\/iere.12092"},{"key":"e_1_3_2_1_4_1","volume-title":"Eleventh World Congress","author":"Brumm Johannes","year":"2016","unstructured":"Johannes Brumm , Felix Kubler , and Simon Scheidegger . 2016 . Computing equilibria in dynamic stochastic macro-models with heterogeneous agents. Advances in Economics and Econometrics , Eleventh World Congress , Forthcoming (2016). Johannes Brumm, Felix Kubler, and Simon Scheidegger. 2016. Computing equilibria in dynamic stochastic macro-models with heterogeneous agents. Advances in Economics and Econometrics, Eleventh World Congress, Forthcoming (2016)."},{"key":"e_1_3_2_1_5_1","doi-asserted-by":"publisher","DOI":"10.1016\/j.jocs.2015.07.004"},{"key":"e_1_3_2_1_6_1","volume-title":"Using Adaptive Sparse Grids to Solve High-Dimensional Dynamic Models. Working Paper","author":"Brumm Johannes","year":"2015","unstructured":"Johannes Brumm and Simon Scheidegger . 2015. Using Adaptive Sparse Grids to Solve High-Dimensional Dynamic Models. Working Paper ( 2015 ), 1--39. Johannes Brumm and Simon Scheidegger. 2015. Using Adaptive Sparse Grids to Solve High-Dimensional Dynamic Models. Working Paper (2015), 1--39."},{"key":"e_1_3_2_1_7_1","doi-asserted-by":"publisher","DOI":"10.1007\/s00607-003-0016-4"},{"key":"e_1_3_2_1_8_1","doi-asserted-by":"publisher","DOI":"10.1017\/S0962492904000182"},{"key":"e_1_3_2_1_9_1","first-page":"625","article-title":"Ageing","volume":"73","author":"B\u00c3\u0171rsch-Supan Axel","year":"2006","unstructured":"Axel B\u00c3\u0171rsch-Supan , Alexander Ludwig , and Joachim Winter . 2006 . Ageing , Pension Reform and Capital Flows: A Multi-Country Simulation Model. Economica 73 , 292 (2006), 625 -- 658 . Axel B\u00c3\u0171rsch-Supan, Alexander Ludwig, and Joachim Winter. 2006. Ageing, Pension Reform and Capital Flows: A Multi-Country Simulation Model. Economica 73, 292 (2006), 625--658.","journal-title":"Economica"},{"key":"e_1_3_2_1_10_1","doi-asserted-by":"publisher","DOI":"10.1017\/S0962492912000050"},{"key":"e_1_3_2_1_11_1","doi-asserted-by":"publisher","DOI":"10.1016\/j.jedc.2015.05.014"},{"key":"e_1_3_2_1_12_1","unstructured":"Jochen Garcke. 2012. Sparse Grids and Applications. (2012) 293.   Jochen Garcke. 2012. Sparse Grids and Applications. (2012) 293."},{"key":"e_1_3_2_1_13_1","unstructured":"William Gropp Ewing Lusk and Anthony Skjellum. Using MPI: portable parallel programming with the Message-Passing-Interface.  William Gropp Ewing Lusk and Anthony Skjellum. Using MPI: portable parallel programming with the Message-Passing-Interface."},{"key":"e_1_3_2_1_14_1","volume-title":"An Adaptive Wavelet Stochastic Collocation Method for Irregular Solutions of Partial differential Equations with Random Input Data","author":"Gunzburger Max","unstructured":"Max Gunzburger , Clayton G. Webster , and Guannan Zhang . 2014. An Adaptive Wavelet Stochastic Collocation Method for Irregular Solutions of Partial differential Equations with Random Input Data . Springer , Cham , 137--170. Max Gunzburger, Clayton G. Webster, and Guannan Zhang. 2014. An Adaptive Wavelet Stochastic Collocation Method for Irregular Solutions of Partial differential Equations with Random Input Data. Springer, Cham, 137--170."},{"key":"e_1_3_2_1_15_1","doi-asserted-by":"publisher","DOI":"10.1016\/j.jedc.2010.09.010"},{"key":"e_1_3_2_1_16_1","doi-asserted-by":"publisher","DOI":"10.21914\/anziamj.v44i0.685"},{"key":"e_1_3_2_1_17_1","first-page":"1","article-title":"Sparse Grid Quadrature in High Dimensions with Applications in Finance and Insurance","volume":"77","author":"Holtz Markus","year":"2010","unstructured":"Markus Holtz . 2010 . Sparse Grid Quadrature in High Dimensions with Applications in Finance and Insurance . Lecture Notes in Computational Science and Engineering 77 (2010), 1 -- 192 . Markus Holtz. 2010. Sparse Grid Quadrature in High Dimensions with Applications in Finance and Insurance. Lecture Notes in Computational Science and Engineering 77 (2010), 1--192.","journal-title":"Lecture Notes in Computational Science and Engineering"},{"key":"e_1_3_2_1_18_1","doi-asserted-by":"publisher","DOI":"10.1198\/106186007X237892"},{"key":"e_1_3_2_1_19_1","volume-title":"Sparse grids and applications","author":"Jakeman John D","unstructured":"John D Jakeman and Stephen G Roberts . 2012. Local and dimension adaptive stochastic collocation for uncertainty quantification . In Sparse grids and applications . Springer Berlin Heidelberg , 181--203. John D Jakeman and Stephen G Roberts. 2012. Local and dimension adaptive stochastic collocation for uncertainty quantification. In Sparse grids and applications. Springer Berlin Heidelberg, 181--203."},{"key":"e_1_3_2_1_20_1","doi-asserted-by":"publisher","DOI":"10.1016\/0022-0531(92)90061-L"},{"key":"e_1_3_2_1_21_1","volume-title":"Numerical methods in economics","author":"Judd Kenneth L","unstructured":"Kenneth L Judd . 1998. Numerical methods in economics . Vol. 1 . The MIT press . Kenneth L Judd. 1998. Numerical methods in economics. Vol. 1. The MIT press."},{"key":"e_1_3_2_1_22_1","doi-asserted-by":"publisher","DOI":"10.1086\/674142"},{"key":"e_1_3_2_1_23_1","doi-asserted-by":"publisher","DOI":"10.1016\/j.jedc.2010.09.013"},{"key":"e_1_3_2_1_24_1","doi-asserted-by":"publisher","DOI":"10.1016\/j.jmoneco.2006.12.016"},{"key":"e_1_3_2_1_25_1","doi-asserted-by":"publisher","DOI":"10.1016\/S0165-1889(03)00111-8"},{"key":"e_1_3_2_1_26_1","doi-asserted-by":"publisher","DOI":"10.1090\/S0025-5718-09-02319-9"},{"key":"e_1_3_2_1_27_1","doi-asserted-by":"publisher","DOI":"10.1007\/s10910-011-9898-0"},{"key":"e_1_3_2_1_28_1","unstructured":"G Li Sw Wang and H Rabitz. 2000. High Dimensional Model Representations (HDMR): Concepts and applications. (2000).  G Li Sw Wang and H Rabitz. 2000. High Dimensional Model Representations (HDMR): Concepts and applications. (2000)."},{"key":"e_1_3_2_1_29_1","volume-title":"Recursive macroeconomic theory","author":"Ljungqvist Lars","unstructured":"Lars Ljungqvist and Thomas J Sargent . 2004. Recursive macroeconomic theory . Mit Press . Lars Ljungqvist and Thomas J Sargent. 2004. Recursive macroeconomic theory. Mit Press."},{"key":"e_1_3_2_1_30_1","doi-asserted-by":"publisher","DOI":"10.1016\/j.jcp.2009.01.006"},{"key":"e_1_3_2_1_31_1","doi-asserted-by":"publisher","DOI":"10.1016\/j.jcp.2010.01.033"},{"key":"e_1_3_2_1_32_1","volume-title":"Handbook of Computational Economics","volume":"3","author":"Maliar Lilia","year":"2014","unstructured":"Lilia Maliar and Serguei Maliar . 2014 . Chapter 7 - Numerical Methods for Large-Scale Dynamic Economic Models. In Handbook of Computational Economics Vol. 3, Karl Schmedders and Kenneth L. Judd (Eds.) . Handbook of Computational Economics , Vol. 3 . Elsevier, 325--477. Lilia Maliar and Serguei Maliar. 2014. Chapter 7 - Numerical Methods for Large-Scale Dynamic Economic Models. In Handbook of Computational Economics Vol. 3, Karl Schmedders and Kenneth L. Judd (Eds.). Handbook of Computational Economics, Vol. 3. Elsevier, 325--477."},{"key":"e_1_3_2_1_33_1","doi-asserted-by":"publisher","DOI":"10.3982\/QE364"},{"key":"e_1_3_2_1_34_1","doi-asserted-by":"publisher","DOI":"10.1145\/1941553.1941559"},{"key":"e_1_3_2_1_35_1","doi-asserted-by":"publisher","DOI":"10.1137\/060663660"},{"key":"e_1_3_2_1_36_1","unstructured":"Dirk Pfl\u00fcger. 2010. Spatially Adaptive Sparse Grids for High-Dimensional Problems. 1--194 pages. http:\/\/www5.in.tum.de\/pub\/pflueger10spatially.pdf  Dirk Pfl\u00fcger. 2010. Spatially Adaptive Sparse Grids for High-Dimensional Problems. 1--194 pages. http:\/\/www5.in.tum.de\/pub\/pflueger10spatially.pdf"},{"key":"e_1_3_2_1_37_1","doi-asserted-by":"publisher","DOI":"10.1023\/A:1019188517934"},{"key":"e_1_3_2_1_38_1","volume-title":"A Generalized ANOVA Dimensional Decomposition for Dependent Probability Measures. arXiv:1408.0722v1 {math.NA} 52242","author":"Rahman Sharif","year":"2014","unstructured":"Sharif Rahman . 2014. A Generalized ANOVA Dimensional Decomposition for Dependent Probability Measures. arXiv:1408.0722v1 {math.NA} 52242 ( 2014 ), 27. http:\/\/arxiv.org\/abs\/1408.0722 Sharif Rahman. 2014. A Generalized ANOVA Dimensional Decomposition for Dependent Probability Measures. arXiv:1408.0722v1 {math.NA} 52242 (2014), 27. http:\/\/arxiv.org\/abs\/1408.0722"},{"key":"e_1_3_2_1_39_1","unstructured":"James. Reinders and James. 2007. Intel threading building blocks: outfitting C++ for multi-core processor parallelism. O'Reilly. 303 pages.   James. Reinders and James. 2007. Intel threading building blocks: outfitting C++ for multi-core processor parallelism. O'Reilly. 303 pages."},{"key":"e_1_3_2_1_40_1","doi-asserted-by":"publisher","DOI":"10.1016\/j.jedc.2004.08.008"},{"key":"e_1_3_2_1_41_1","volume-title":"Pricing American Options Under High-Dimensional Models with Recursive Adaptive Sparse Expectations. Available at SSRN 2867926","author":"Scheidegger Simon","year":"2016","unstructured":"Simon Scheidegger and Adrien Treccani . 2016. Pricing American Options Under High-Dimensional Models with Recursive Adaptive Sparse Expectations. Available at SSRN 2867926 ( 2016 ). Simon Scheidegger and Adrien Treccani. 2016. Pricing American Options Under High-Dimensional Models with Recursive Adaptive Sparse Expectations. Available at SSRN 2867926 (2016)."},{"key":"e_1_3_2_1_42_1","volume-title":"Theorems and examples on high dimensional model representation. Reliability Engineering &amp","author":"Sobol I. M.","year":"2003","unstructured":"I. M. Sobol . 2003. Theorems and examples on high dimensional model representation. Reliability Engineering &amp ; System Safety 79, 2 ( 2003 ), 187--193. I. M. Sobol. 2003. Theorems and examples on high dimensional model representation. Reliability Engineering &amp; System Safety 79, 2 (2003), 187--193."},{"key":"e_1_3_2_1_43_1","doi-asserted-by":"crossref","DOI":"10.2307\/j.ctvjnrt76","volume-title":"Recursive methods in economic dynamics","author":"Stokey Nancy","year":"1989","unstructured":"Nancy Stokey , Robert Lucas , and Edward Prescott . 1989. Recursive methods in economic dynamics . Cambridge MA ( 1989 ). Nancy Stokey, Robert Lucas, and Edward Prescott. 1989. Recursive methods in economic dynamics. Cambridge MA (1989)."},{"key":"e_1_3_2_1_45_1","volume-title":"Ser. A","author":"W\u00e4chter Andreas","year":"2005","unstructured":"Andreas W\u00e4chter , \u00c2\u016f Lorenz , and T Biegler . 2005. On the implementation of an interior-point filter line-search algorithm for large-scale nonlinear programming. Math. Program ., Ser. A ( 2005 ). Andreas W\u00e4chter, \u00c2\u016f Lorenz, and T Biegler. 2005. On the implementation of an interior-point filter line-search algorithm for large-scale nonlinear programming. Math. Program., Ser. A (2005)."},{"key":"e_1_3_2_1_46_1","doi-asserted-by":"publisher","DOI":"10.5555\/1516744.1516832"},{"key":"e_1_3_2_1_47_1","doi-asserted-by":"publisher","DOI":"10.1016\/j.jcp.2011.10.028"}],"event":{"name":"PASC '17: Platform for Advanced Scientific Computing Conference","location":"Lugano Switzerland","acronym":"PASC '17","sponsor":["SIGHPC ACM Special Interest Group on High Performance Computing, Special Interest Group on High Performance Computing","CSCS Swiss National Supercomputing Centre","ETH Zurich Federal Institute of Technology - University of Zurich"]},"container-title":["Proceedings of the Platform for Advanced Scientific Computing Conference"],"original-title":[],"link":[{"URL":"https:\/\/dl.acm.org\/doi\/10.1145\/3093172.3093234","content-type":"unspecified","content-version":"vor","intended-application":"text-mining"},{"URL":"https:\/\/dl.acm.org\/doi\/pdf\/10.1145\/3093172.3093234","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2025,6,18]],"date-time":"2025-06-18T03:30:39Z","timestamp":1750217439000},"score":1,"resource":{"primary":{"URL":"https:\/\/dl.acm.org\/doi\/10.1145\/3093172.3093234"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2017,6,26]]},"references-count":46,"alternative-id":["10.1145\/3093172.3093234","10.1145\/3093172"],"URL":"https:\/\/doi.org\/10.1145\/3093172.3093234","relation":{},"subject":[],"published":{"date-parts":[[2017,6,26]]},"assertion":[{"value":"2017-06-26","order":2,"name":"published","label":"Published","group":{"name":"publication_history","label":"Publication History"}}]}}