From Sequential to Parallel: Reformulating Dynamic Programming as GPU Kernels for Large-Scale Stochastic Combinatorial Optimization

arXiv:2602.05179v2 Announce Type: replace-cross Abstract: A major bottleneck in scenario-based Sample Average Approximation (SAA) for stochastic programming (SP) is the cost of solving an exact second-stage problem for every scenario, especially when each scenario contains an ...

🔗 Read more: https://arxiv.org/abs/2602.05179

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