@InProceedings{Supelec427,
author = {Stephane Vialle and Xavier Warin and Patrick Mercier},
title = {{A N-dimensional Stochastic Control Algorithm for Electricity Asset Management on PC cluster and Blue Gene Supercomputer}},
year = {2008},
booktitle = {{9th International Workshop on State-of-the-Art in Scientific and Parallel Computing (PARA 2008)}},
pages = {4 pages},
month = {may},
address = {NTNU, Trondheim (Norway)},
url = {http://hal-supelec.archives-ouvertes.fr/hal-00291814/fr/},
abstract = {Management of French electricity production to control cost
while satisfying demand, leads to solve a stochastic
optimization problem where the main sources of uncertainty are
the demand load, the electricity and fuel market prices, the
hydraulicity, and the availability of the thermal production
assets. A stochastic dynamic programming method is an
interesting solution, but is both CPU and memory consuming. It
requires parallelization to achieve speedup and size up, and to
deal with a big number of stocks (N) and a big number of
uncertainty factors. This paper introduces a distribution of a N-
dimension stochastic dynamic programming application, on PC
clusters and IBM Blue Gene/L super-computer. It has needed to
parallelize input and output file accesses from thousands of
processors, to load balance a N-dimension cube of data and
computation evolving at each time step, and to compute Monte-
Carlo simulations requiring data spread in many separate files
managed by different processors. Finally, a successful
experiment of a 7-stock problem using up to 8192 processors
validates this distribution strategy.}
}