A splitting method for stochastic programs

DOI10.1007/s10479-006-6171-1zbMath1122.90392OpenAlexW1980171904MaRDI QIDQ2507416

Markku Kallio, Teemu Pennanen

Publication date: 11 October 2006

Published in: Annals of Operations Research (Search for Journal in Brave)

Full work available at URL: http://edoc.hu-berlin.de/18452/8919

Mathematics Subject Classification ID

Stochastic programming (90C15)

Related Items

Approximate stochastic dynamic programming for hydroelectric production planning, Stochastic Quasi-Fejér Block-Coordinate Fixed Point Iterations with Random Sweeping

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