Combining stochastic programming and optimal control to decompose multistage stochastic optimization problems (Q2011834)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Combining stochastic programming and optimal control to decompose multistage stochastic optimization problems
scientific article

    Statements

    Combining stochastic programming and optimal control to decompose multistage stochastic optimization problems (English)
    0 references
    0 references
    0 references
    0 references
    7 August 2017
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    stochastic programming
    0 references
    discrete time control
    0 references
    decomposition methods
    0 references
    iterative scheme
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references