Quicker convergence for iterative numerical solutions to stochastic problems: Probabilistic interpretations, ordering heuristics, and parallel processing

Mathematics

• Parallel Processing 91%
• Gauss-Seidel 64%
• Sweep 63%
• Heuristics 56%
• Interpretation 46%
• Numerical Solution 45%
• Computing 40%
• Value Function 25%
• Invariant Measure 24%
• Markov chain 21%
• Estimate 18%
• Gauss-Seidel Method 17%
• Jacobi Method 17%
• Parallel Methods 17%
• Optimal Stopping Problem 16%
• System of Nonlinear Equations 14%
• Transition Matrix 14%
• Several Variables 13%
• Immediately 13%
• Completion 11%
• Optimal Control Problem 10%
• Experiment 9%
• Context 8%

Business & Economics

• Parallel Processing 100%
• Numerical Solution 82%
• Heuristics 51%
• Markov Chain 28%
• Value Function 27%
• Optimal Stopping Problem 18%
• Transition Matrix 17%
• Optimal Control Problem 16%
• Experiment 7%
• Factors 4%

Engineering & Materials Science

• Markov chains 64%
• Nonlinear equations 35%
• Experiments 11%