Decomposition of convex high dimensional aggregative stochastic control problems (Q2701085)
From MaRDI portal
![]() | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Decomposition of convex high dimensional aggregative stochastic control problems |
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
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