A new interpretation of the progressive hedging algorithm for multistage stochastic minimization problems (Q2190299): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
links / mardi / name | links / mardi / name | ||
Revision as of 01:30, 2 February 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A new interpretation of the progressive hedging algorithm for multistage stochastic minimization problems |
scientific article |
Statements
A new interpretation of the progressive hedging algorithm for multistage stochastic minimization problems (English)
0 references
18 June 2020
0 references
progressive hedging algorithm
0 references
alternating direction method of multipliers
0 references
multistage stochastic optimization problems
0 references
stochastic variational inequalities
0 references