Mixed spatial and temporal decompositions for large-scale multistage stochastic optimization problems (Q2198541)

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scientific article; zbMATH DE number 7246151
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    Mixed spatial and temporal decompositions for large-scale multistage stochastic optimization problems
    scientific article; zbMATH DE number 7246151

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      Mixed spatial and temporal decompositions for large-scale multistage stochastic optimization problems (English)
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      10 September 2020
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      discrete time stochastic optimal control
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      decomposition methods
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      dynamic programming
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