A new interpretation of the progressive hedging algorithm for multistage stochastic minimization problems (Q2190299): Difference between revisions
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Revision as of 06:11, 5 March 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)
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18 June 2020
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progressive hedging algorithm
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alternating direction method of multipliers
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multistage stochastic optimization problems
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stochastic variational inequalities
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