A new interpretation of the progressive hedging algorithm for multistage stochastic minimization problems (Q2190299): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.3934/jimo.2019022
+Normal rank
@@ Property / OpenAlex ID @@
+W2922145868
@@ Property / OpenAlex ID: W2922145868 / rank @@
+Normal rank
@@ Property / cites work @@
+On the dual representation of coherent risk measures
+Normal rank
@@ Property / cites work @@
+Hankel Matrix Rank Minimization with Applications to System Identification and Realization
+Normal rank
@@ Property / cites work @@
+A dual algorithm for the solution of nonlinear variational problems via finite element approximation
+Normal rank
@@ Property / cites work @@
+Proximité et dualité dans un espace hilbertien
@@ Property / cites work: Proximité et dualité dans un espace hilbertien / rank @@
+Normal rank
@@ Property / cites work @@
+Monotone Operators and the Proximal Point Algorithm
+Normal rank
@@ Property / cites work @@
+Solving stochastic programming problems with risk measures by progressive hedging
+Normal rank
@@ Property / cites work @@
+Solving monotone stochastic variational inequalities and complementarity problems by progressive hedging
+Normal rank
@@ Property / cites work @@
+Scenarios and Policy Aggregation in Optimization Under Uncertainty
+Normal rank
@@ Property / cites work @@
+Stochastic variational inequalities: single-stage to multistage
+Normal rank
@@ Property / cites work @@
+Applications of the method of partial inverses to convex programming: Decomposition
+Normal rank
@@ Property / cites work @@
+Risk minimization, regret minimization and progressive hedging algorithms
+Normal rank
@@ Property / Wikidata QID @@
+Q128138688
@@ Property / Wikidata QID: Q128138688 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:2190299