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

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+https://doi.org/10.3934/jimo.2019022
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+W2922145868
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+On the dual representation of coherent risk measures
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+Hankel Matrix Rank Minimization with Applications to System Identification and Realization
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+Monotone Operators and the Proximal Point Algorithm
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+Solving stochastic programming problems with risk measures by progressive hedging
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+Solving monotone stochastic variational inequalities and complementarity problems by progressive hedging
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+Risk minimization, regret minimization and progressive hedging algorithms
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+Q128138688
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