Reformulating DP as GPU kernels delivers 100- to 100,000-fold speedups for stochastic vehicle routing and inventory problems, enabling much larger scenario sets and stronger first-stage decisions.
Dynamic programming algorithms for the integer programming problem—i: The integer programming problem viewed as a knapsack type problem.Operations Research, 16(1): 103–121,
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From Sequential to Parallel: Reformulating Dynamic Programming as GPU Kernels for Large-Scale Stochastic Combinatorial Optimization
Reformulating DP as GPU kernels delivers 100- to 100,000-fold speedups for stochastic vehicle routing and inventory problems, enabling much larger scenario sets and stronger first-stage decisions.