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

From MaRDI portal
Added link to MaRDI item.
Import240304020342 (talk | contribs)
Set profile property.
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank

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)
    0 references
    0 references
    0 references
    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

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references