@InCollection{Supelec656,
author = {Xavier Warin and Stephane Vialle},
title = {{Design and Experimentation of a Large Scale Distributed Stochastic Control Algorithm Applied to Energy Management Problems}},
year = {2010},
booktitle = {{Stochastic Control}},
chapter = {7},
publisher = {Sciyo},
pages = {103-124},
month = {August},
editor = {Chris Myers},
url = {http://sciyo.com/articles/show/title/design-and-experimentation-of-a-large-scale-distributed-stochastic-control-algorithm-applied-to-ener},
isbn = {978-953-307-121-3},
abstract = {The Stochastic Dynamic Programming method often used to solve
some stochastic optimization problems is only usable in low
dimension, being plagued by the curse of dimensionality. In this
article, we explain how to postpone this limit by using High
Performance Computing: parallel and distributed algorithms
design, optimized implementations and usage of large scale
distributed architectures (PC clusters and Blue Gene/P).}
}