Decomposition of convex high dimensional aggregative stochastic control problems (Q2701085): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
Property / cites work
 
Property / cites work: Decomposition of large-scale stochastic optimal control problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Information Relaxations and Duality in Stochastic Dynamic Programs / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic decomposition applied to large-scale hydro valleys management / rank
 
Normal rank
Property / cites work
 
Property / cites work: Mixed spatial and temporal decompositions for large-scale multistage stochastic optimization problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Projected Stochastic Gradients for Convex Constrained Problems in Hilbert Spaces / rank
 
Normal rank
Property / cites work
 
Property / cites work: An integral control formulation of mean field game based large scale coordination of loads in smart grids / rank
 
Normal rank
Property / cites work
 
Property / cites work: Primal and dual linear decision rules in stochastic and robust optimization / rank
 
Normal rank
Property / cites work
 
Property / cites work: Exact Converging Bounds for Stochastic Dual Dynamic Programming via Fenchel Duality / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5429735 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multi-stage stochastic optimization applied to energy planning / rank
 
Normal rank
Property / cites work
 
Property / cites work: An enhanced Baillon-Haddad theorem for convex functions defined on convex sets / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the convergence of stochastic dual dynamic programming and related methods / rank
 
Normal rank
Property / cites work
 
Property / cites work: Scenarios and Policy Aggregation in Optimization Under Uncertainty / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4830009 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic dual dynamic programming for multistage stochastic mixed-integer nonlinear optimization / rank
 
Normal rank
Property / cites work
 
Property / cites work: Complexity of stochastic dual dynamic programming / rank
 
Normal rank

Revision as of 00:29, 1 August 2024

scientific article
Language Label Description Also known as
English
Decomposition of convex high dimensional aggregative stochastic control problems
scientific article

    Statements

    Decomposition of convex high dimensional aggregative stochastic control problems (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    27 April 2023
    0 references
    stochastic optimization
    0 references
    Lagrangian decomposition
    0 references
    Uzawa's algorithm
    0 references
    stochastic gradient
    0 references
    thermostatically controlled loads
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references