A new interpretation of the progressive hedging algorithm for multistage stochastic minimization problems (Q2190299)
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scientific article; zbMATH DE number 7213104
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| English | A new interpretation of the progressive hedging algorithm for multistage stochastic minimization problems |
scientific article; zbMATH DE number 7213104 |
Statements
A new interpretation of the progressive hedging algorithm for multistage stochastic minimization problems (English)
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18 June 2020
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progressive hedging algorithm
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alternating direction method of multipliers
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multistage stochastic optimization problems
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stochastic variational inequalities
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0.8544955849647522
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0.8503128290176392
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0.8284394145011902
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