A scenario aggregation algorithm for the solution of stochastic dynamic minimax problems (Q4892367): Difference between revisions
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Revision as of 17:53, 5 March 2024
scientific article; zbMATH DE number 927098
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English | A scenario aggregation algorithm for the solution of stochastic dynamic minimax problems |
scientific article; zbMATH DE number 927098 |
Statements
A scenario aggregation algorithm for the solution of stochastic dynamic minimax problems (English)
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11 March 1997
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convex analysis
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scenario aggregation algorithm
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dynamic minimax problem
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progressive hedging
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