Combining stochastic programming and optimal control to decompose multistage stochastic optimization problems
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Publication:2011834
DOI10.1007/S00291-015-0427-6zbMATH Open1368.90118OpenAlexW3124845019MaRDI QIDQ2011834FDOQ2011834
Authors: Diana Barro, Elio Canestrelli 
Publication date: 7 August 2017
Published in: OR Spectrum (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00291-015-0427-6
Recommendations
Numerical mathematical programming methods (65K05) Large-scale problems in mathematical programming (90C06) Optimality conditions and duality in mathematical programming (90C46) Stochastic programming (90C15) Decomposition methods (49M27)
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Cited In (10)
- Multistage Stochastic Decomposition: A Bridge between Stochastic Programming and Approximate Dynamic Programming
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- A method for solving multi-period stochastic optimization problem based on computer application and multi-cycle stochastic programming
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- Quasi-Nonexpansive Iterations on the Affine Hull of Orbits: From Mann's Mean Value Algorithm to Inertial Methods
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