Scenario cluster Lagrangean decomposition for risk averse in multistage stochastic optimization (Q1652363): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claims |
||
| Property / author | |||
| Property / author: Laureano Fernando Escudero Bueno / rank | |||
| Property / author | |||
| Property / author: María Araceli Garín / rank | |||
Revision as of 06:24, 13 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Scenario cluster Lagrangean decomposition for risk averse in multistage stochastic optimization |
scientific article |
Statements
Scenario cluster Lagrangean decomposition for risk averse in multistage stochastic optimization (English)
0 references
11 July 2018
0 references
multistage stochastic mixed 0-1 optimization
0 references
time stochastic dominance risk averse measure
0 references
cluster Lagrangean problem
0 references
subgradient method
0 references
progressive hedging algorithm
0 references
dynamic constrained cutting plane algorithm
0 references
