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

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+On the dual representation of coherent risk measures
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+Hankel Matrix Rank Minimization with Applications to System Identification and Realization
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+A dual algorithm for the solution of nonlinear variational problems via finite element approximation
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+Proximité et dualité dans un espace hilbertien
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+Monotone Operators and the Proximal Point Algorithm
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+Solving stochastic programming problems with risk measures by progressive hedging
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+Solving monotone stochastic variational inequalities and complementarity problems by progressive hedging
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+Scenarios and Policy Aggregation in Optimization Under Uncertainty
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+Stochastic variational inequalities: single-stage to multistage
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+Applications of the method of partial inverses to convex programming: Decomposition
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+Risk minimization, regret minimization and progressive hedging algorithms
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