Decomposition of convex high dimensional aggregative stochastic control problems (Q2701085)

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