Scenario cluster Lagrangean decomposition for risk averse in multistage stochastic optimization (Q1652363)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Scenario cluster Lagrangean decomposition for risk averse in multistage stochastic optimization |
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Scenario cluster Lagrangean decomposition for risk averse in multistage stochastic optimization (English)
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11 July 2018
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multistage stochastic mixed 0-1 optimization
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time stochastic dominance risk averse measure
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cluster Lagrangean problem
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subgradient method
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progressive hedging algorithm
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dynamic constrained cutting plane algorithm
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