A scenario aggregation algorithm for the solution of stochastic dynamic minimax problems (Q4892367)
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scientific article; zbMATH DE number 927098
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| default for all languages | No label defined |
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| English | A scenario aggregation algorithm for the solution of stochastic dynamic minimax problems |
scientific article; zbMATH DE number 927098 |
Statements
A scenario aggregation algorithm for the solution of stochastic dynamic minimax problems (English)
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11 March 1997
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convex analysis
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scenario aggregation algorithm
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dynamic minimax problem
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progressive hedging
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0.8752771615982056
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0.8676431179046631
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0.7941315174102783
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0.7900984883308411
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0.7864282727241516
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